Package com.opengamma.analytics.financial.model.volatility.local

Examples of com.opengamma.analytics.financial.model.volatility.local.LocalVolatilityForwardPDEPriceGridCalculator

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    return ValueRequirementNames.GRID_PRESENT_VALUE;
  }

  @Override
  protected PDELocalVolatilityCalculator<?> getPDECalculator(final LocalVolatilityForwardPDECalculator pdeCalculator, final Interpolator1D interpolator) {
    return new LocalVolatilityForwardPDEPriceGridCalculator(pdeCalculator, interpolator);
  }
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    return ValueRequirementNames.PRESENT_VALUE;
  }

  @Override
  protected PDELocalVolatilityCalculator<?> getPDECalculator(final LocalVolatilityForwardPDECalculator pdeCalculator, final Interpolator1D interpolator) {
    return new LocalVolatilityForwardPDESingleResultCalculator(new LocalVolatilityForwardPDEPriceGridCalculator(pdeCalculator, interpolator), interpolator);
  }
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Related Classes of com.opengamma.analytics.financial.model.volatility.local.LocalVolatilityForwardPDEPriceGridCalculator

  • com.opengamma.analytics.financial.model.finitedifference.PDEGrid1D
  • com.opengamma.analytics.financial.model.finitedifference.PDETerminalResults1D
  • com.opengamma.financial.analytics.model.forex.option.localvol.FXOptionLocalVolatilityForwardPDEGridPipsPresentValueFunction
  • com.opengamma.financial.analytics.model.forex.option.localvol.FXOptionLocalVolatilityForwardPDEPipsPresentValueFunction
  • it.unimi.dsi.fastutil.doubles.DoubleArrayList
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