finMath lib documentation
net.finmath.finitedifference.models

## Interface FiniteDifference1DBoundary

• All Known Implementing Classes:
FDMEuropeanCallOption

public interface FiniteDifference1DBoundary
Interface for boundaries conditions provided to one dimensional finite difference solvers.
Version:
1.0
Author:
Christian Fries
• ### Method Summary

All Methods
Modifier and Type Method and Description
double getValueAtLowerBoundary(FiniteDifference1DModel model, double time, double assetValue)
Return the value of the value process at the lower boundary for a given time and asset value.
double getValueAtUpperBoundary(FiniteDifference1DModel model, double time, double assetValue)
Return the value of the value process at the upper boundary for a given time and asset value.
• ### Method Detail

• #### getValueAtLowerBoundary

double getValueAtLowerBoundary(FiniteDifference1DModel model,
double time,
double assetValue)
Return the value of the value process at the lower boundary for a given time and asset value.
Parameters:
model - The model which uses the boundary condition (provides model parameters)
time - The time at which the boundary is observed.
assetValue - The value of the asset specifying the location of the boundary.
Returns:
the value process at the lower boundary
• #### getValueAtUpperBoundary

double getValueAtUpperBoundary(FiniteDifference1DModel model,
double time,
double assetValue)
Return the value of the value process at the upper boundary for a given time and asset value.
Parameters:
model - TODO
time - The time at which the boundary is observed.
assetValue - The value of the asset specifying the location of the boundary.
Returns:
the value process at the upper boundary