PdeSecondOrderParabolic Class Reference

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

Inheritance diagram for PdeSecondOrderParabolic:

Public Member Functions
virtual Real	diffusion (Time t, Real x) const =0
virtual Real	drift (Time t, Real x) const =0
virtual Real	discount (Time t, Real x) const =0
virtual QL_DEPRECATED_DISABLE_WARNING void	generateOperator (Time t, const TransformedGrid &tg, TridiagonalOperator &L) const

Detailed Description

Deprecated

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