public PdeShortRate() { } // required for geerics
public PdeShortRate(OneFactorModel.ShortRateDynamics d) {
dynamics_ = d;
}
public static TridiagonalOperator getOperator(OneFactorModel.ShortRateDynamics process, Vector grid) {
throw new NotImplementedException();
//! Interest-rate single factor model differential operator
//return new PdeOperator<PdeShortRate>(grid, process);
}
public Helper(int i, double xMin, double dx,
double discountBondPrice,
OneFactorModel.ShortRateTree tree){
size_=tree.size(i);
dt_=tree.timeGrid().dt(i);
xMin_=xMin;
dx_=dx;
statePrices_=tree.statePrices(i);
discountBondPrice_=discountBondPrice;
}
