Solves the generalized Feynman-Kac PDE.
The FeynmanKac..::.IForcingTerm type exposes the following members.
Methods
Name | Description | |
---|---|---|
Force |
Computes approximations to the forcing term
and its derivative .
|
IMSL .NET Numerical Libraries |
FeynmanKac..::.IForcingTerm Members |
FeynmanKac..::.IForcingTerm Interface Methods See Also Send Feedback |
The FeynmanKac..::.IForcingTerm type exposes the following members.
Name | Description | |
---|---|---|
Force |
Computes approximations to the forcing term
and its derivative .
|