quant::american::PsorParams Struct Reference

#include <american.hpp>

Collaboration diagram for quant::american::PsorParams:

Public Attributes
Params	base
quant::pde::GridSpec	grid
bool	log_space {false}
int	max_iterations {10000}
double	omega {1.5}
double	stretch {0.0}
double	tolerance {1e-8}
quant::pde::PdeParams::UpperBoundary	upper_boundary {quant::pde::PdeParams::UpperBoundary::Dirichlet}
bool	use_rannacher {true}

Member Data Documentation

base

Params quant::american::PsorParams::base

grid

quant::pde::GridSpec quant::american::PsorParams::grid

log_space

bool quant::american::PsorParams::log_space {false}

max_iterations

int quant::american::PsorParams::max_iterations {10000}

omega

double quant::american::PsorParams::omega {1.5}

stretch

double quant::american::PsorParams::stretch {0.0}

tolerance

double quant::american::PsorParams::tolerance {1e-8}

upper_boundary

quant::pde::PdeParams::UpperBoundary quant::american::PsorParams::upper_boundary {quant::pde::PdeParams::UpperBoundary::Dirichlet}

use_rannacher

bool quant::american::PsorParams::use_rannacher {true}

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The documentation for this struct was generated from the following file:

• include/quant/american.hpp