QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
Loading...
Searching...
No Matches
GenericTimeSetter< PdeClass > Class Template Reference

#include <ql/methods/finitedifferences/pde.hpp>

Inheritance diagram for GenericTimeSetter< PdeClass >:

Public Member Functions

template<class T>
 GenericTimeSetter (const Array &grid, T process)
void setTime (Time t, TridiagonalOperator &L) const override

Detailed Description

template<class PdeClass>
class QuantLib::GenericTimeSetter< PdeClass >
Deprecated
Part of the old FD framework; copy this function in your codebase if needed. Deprecated in version 1.37.

Member Function Documentation

◆ setTime()

template<class PdeClass>
void setTime ( Time t,
TridiagonalOperator & L ) const
overridevirtual