PdeConstantCoeff< PdeClass > Class Template Reference

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

Inheritance diagram for PdeConstantCoeff< PdeClass >:

Public Member Functions
	PdeConstantCoeff (const typename PdeClass::argument_type &process, Time t, Real x)
Real	diffusion (Time, Real) const override
Real	drift (Time, Real) const override
Real	discount (Time, Real) const override
Public Member Functions inherited from PdeSecondOrderParabolic
virtual QL_DEPRECATED_DISABLE_WARNING void	generateOperator (Time t, const TransformedGrid &tg, TridiagonalOperator &L) const

Detailed Description

template<class PdeClass>
class QuantLib::PdeConstantCoeff< PdeClass >

Deprecated

Part of the old FD framework; copy this function in your codebase if needed. Deprecated in version 1.37.

Member Function Documentation

diffusion()

template<class PdeClass>

Real diffusion ( Time , Real  ) const

overridevirtual

Implements PdeSecondOrderParabolic.

drift()

template<class PdeClass>

Real drift ( Time , Real  ) const

overridevirtual

Implements PdeSecondOrderParabolic.

discount()

template<class PdeClass>

Real discount ( Time , Real  ) const

overridevirtual

Implements PdeSecondOrderParabolic.