Package org.jquantlib.methods.finitedifferences

Examples of org.jquantlib.methods.finitedifferences.NeumannBC


        finiteDifferenceOperator = OperatorFactory.getOperator(process, intrinsicValues.grid(), getResidualTime(), timeDependent);
    }

    protected void initializeBoundaryConditions() {

        bcS.add(new NeumannBC(
                intrinsicValues.value(1)- intrinsicValues.value(0),
                NeumannBC.Side.Lower));

        bcS.add(new NeumannBC(
                intrinsicValues.value(intrinsicValues.size() - 1)- intrinsicValues.value(intrinsicValues.size() - 2),
                NeumannBC.Side.Upper));
    }
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        finiteDifferenceOperator = OperatorFactory.getOperator(process, intrinsicValues.grid(), getResidualTime(), timeDependent);
    }

    protected void initializeBoundaryConditions() {

        bcS.add(new NeumannBC(
                intrinsicValues.value(1)- intrinsicValues.value(0),
                NeumannBC.Side.Lower));

        bcS.add(new NeumannBC(
                intrinsicValues.value(intrinsicValues.size() - 1)- intrinsicValues.value(intrinsicValues.size() - 2),
                NeumannBC.Side.Upper));
    }
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