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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <douglasscheme.hpp>
Collaboration diagram for DouglasScheme:Public Types | |
| typedef OperatorTraits< FdmLinearOp > | traits |
| typedef traits::operator_type | operator_type |
| typedef traits::array_type | array_type |
| typedef traits::bc_set | bc_set |
| typedef traits::condition_type | condition_type |
Public Member Functions | |
| DouglasScheme (Real theta, ext::shared_ptr< FdmLinearOpComposite > map, const bc_set &bcSet=bc_set()) | |
| void | step (array_type &a, Time t) |
| void | setStep (Time dt) |
Protected Attributes | |
| Time | dt_ |
| const Real | theta_ |
| const ext::shared_ptr< FdmLinearOpComposite > | map_ |
| const BoundaryConditionSchemeHelper | bcSet_ |
Definition at line 35 of file douglasscheme.hpp.
| typedef OperatorTraits<FdmLinearOp> traits |
Definition at line 38 of file douglasscheme.hpp.
| typedef traits::operator_type operator_type |
Definition at line 39 of file douglasscheme.hpp.
| typedef traits::array_type array_type |
Definition at line 40 of file douglasscheme.hpp.
| typedef traits::bc_set bc_set |
Definition at line 41 of file douglasscheme.hpp.
| typedef traits::condition_type condition_type |
Definition at line 42 of file douglasscheme.hpp.
| DouglasScheme | ( | Real | theta, |
| ext::shared_ptr< FdmLinearOpComposite > | map, | ||
| const bc_set & | bcSet = bc_set() |
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| ) |
Definition at line 26 of file douglasscheme.cpp.
| void step | ( | array_type & | a, |
| Time | t | ||
| ) |
| void setStep | ( | Time | dt | ) |
Definition at line 49 of file douglasscheme.cpp.
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Definition at line 53 of file douglasscheme.hpp.
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Definition at line 54 of file douglasscheme.hpp.
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Definition at line 55 of file douglasscheme.hpp.
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Definition at line 56 of file douglasscheme.hpp.