The FeynmanKac type exposes the following members.
Properties
| Name | Description | |
|---|---|---|
 | GaussLegendreDegree |
The number of quadrature points used in the
Gauss-Legendre quadrature formula.
|
| InitialStepsize |
The starting step size for the integration.
|
| MaximumBDFOrder |
The maximum order of the backward differentiation formulas (BDF).
|
| MaximumStepsize |
The maximum internal step size used by the integrator.
|
| MaxSteps |
The maximum number of internal steps allowed.
|
| Method |
The step control method used in the integration of the
Feynman-Kac PDE.
|
| TimeBarrier |
Sets or returns the barrier used for integration in the time direction.
|
