209210211212213214215
final double t = maturity - tau; return forward.getDrift(t) + lambda; } }; return new ConvectionDiffusionPDE1DCoupledCoefficients(FunctionalDoublesSurface.from(a), FunctionalDoublesSurface.from(b), FunctionalDoublesSurface.from(c), -lambda); }
244245246247248249250
Validate.isTrue(ts.length == 2); return lambda1; } }; return new ConvectionDiffusionPDE1DCoupledCoefficients(FunctionalDoublesSurface.from(a), FunctionalDoublesSurface.from(b), FunctionalDoublesSurface.from(c), -lambda2); }
130131132133134135136
} return lambda1 + forward.getDrift(t) - vol * vol * beta * (2 * beta - 1) * temp; } }; return new ConvectionDiffusionPDE1DCoupledCoefficients(FunctionalDoublesSurface.from(a), FunctionalDoublesSurface.from(b), FunctionalDoublesSurface.from(c), -lambda2); }