|
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
|
#include <pde.hpp>
Inheritance diagram for GenericTimeSetter< PdeClass >:
Collaboration diagram for GenericTimeSetter< PdeClass >:Public Member Functions | |
| template<class T > | |
| GenericTimeSetter (const Array &grid, T process) | |
| void | setTime (Time t, TridiagonalOperator &L) const override |
Public Member Functions inherited from TridiagonalOperator::TimeSetter | |
| virtual | ~TimeSetter ()=default |
| virtual void | setTime (Time t, TridiagonalOperator &L) const =0 |
Private Attributes | |
| PdeClass::grid_type | grid_ |
| PdeClass | pde_ |
| GenericTimeSetter | ( | const Array & | grid, |
| T | process | ||
| ) |
|
overridevirtual |
Implements TridiagonalOperator::TimeSetter.