C# (CSharp) QLNet Fdm1DimSolver Examples

Example #1

        protected override void performCalculations()
        {
            FdmHullWhiteOp op = new FdmHullWhiteOp(
                solverDesc_.mesher, model_.currentLink(), 0);

            solver_ = new Fdm1DimSolver(solverDesc_, schemeDesc_, op);
        }

Example #2

File: FdmBlackScholesSolver.cs Project: igitur/qlnet

        protected override void performCalculations()
        {
            FdmBlackScholesOp op = new FdmBlackScholesOp(
                solverDesc_.mesher, process_.currentLink(), strike_,
                localVol_, illegalLocalVolOverwrite_);

            solver_ = new Fdm1DimSolver(solverDesc_, schemeDesc_, op);
        }