webcab.lib.finance.options.exotic
Class SecondOrderBoundaries

java.lang.Object
  |
  +--webcab.lib.finance.options.exotic.SecondOrderBoundaries

All Implemented Interfaces:

Boundaries, Serializable

public class SecondOrderBoundaries

extends Object

implements Boundaries

This class informs the algorithms that a general boundary condition will be used. This condition is described in the Boundary Conditions section of the Programmer's Guide. Keep in mind however that there are no guarantees that this condition is valid for your particular option type.

See Also:

Serialized Form

Constructor Summary

SecondOrderBoundaries()

Method Summary

int	type() Returns the type of the boundary.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

SecondOrderBoundaries

public SecondOrderBoundaries()
                      throws Exception

Method Detail

type

public int type()

Description copied from interface: Boundaries

Returns the type of the boundary. Currently there are two types of boundaries supported (BT_DIRICHLET and BT_SECOND_ORDER) but only the first can be returned by the user.

Specified by:

type in interface Boundaries