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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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#include <ql/methods/finitedifferences/pde.hpp>
Public Member Functions | |
| template<class T> | |
| GenericTimeSetter (const Array &grid, T process) | |
| void | setTime (Time t, TridiagonalOperator &L) const override |
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overridevirtual |
Implements TridiagonalOperator::TimeSetter.