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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 <fdmsolverdesc.hpp>
Collaboration diagram for FdmSolverDesc:Public Attributes | |
| const ext::shared_ptr< FdmMesher > | mesher |
| const FdmBoundaryConditionSet | bcSet |
| const ext::shared_ptr< FdmStepConditionComposite > | condition |
| const ext::shared_ptr< FdmInnerValueCalculator > | calculator |
| const Time | maturity |
| const Size | timeSteps |
| const Size | dampingSteps |
Definition at line 35 of file fdmsolverdesc.hpp.
| const ext::shared_ptr<FdmMesher> mesher |
Definition at line 36 of file fdmsolverdesc.hpp.
| const FdmBoundaryConditionSet bcSet |
Definition at line 37 of file fdmsolverdesc.hpp.
| const ext::shared_ptr<FdmStepConditionComposite> condition |
Definition at line 38 of file fdmsolverdesc.hpp.
| const ext::shared_ptr<FdmInnerValueCalculator> calculator |
Definition at line 39 of file fdmsolverdesc.hpp.
| const Time maturity |
Definition at line 40 of file fdmsolverdesc.hpp.
| const Size timeSteps |
Definition at line 41 of file fdmsolverdesc.hpp.
| const Size dampingSteps |
Definition at line 42 of file fdmsolverdesc.hpp.