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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 <methodoflinesscheme.hpp>
Collaboration diagram for MethodOfLinesScheme: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 | |
| MethodOfLinesScheme (Real eps, Real relInitStepSize, ext::shared_ptr< FdmLinearOpComposite > map, const bc_set &bcSet=bc_set()) | |
| void | step (array_type &a, Time t) |
| void | setStep (Time dt) |
Protected Member Functions | |
| std::vector< Real > | apply (Time, const std::vector< Real > &) const |
Protected Attributes | |
| Time | dt_ |
| const Real | eps_ |
| const Real | relInitStepSize_ |
| const ext::shared_ptr< FdmLinearOpComposite > | map_ |
| const BoundaryConditionSchemeHelper | bcSet_ |
Definition at line 33 of file methodoflinesscheme.hpp.
| typedef OperatorTraits<FdmLinearOp> traits |
Definition at line 36 of file methodoflinesscheme.hpp.
| typedef traits::operator_type operator_type |
Definition at line 37 of file methodoflinesscheme.hpp.
| typedef traits::array_type array_type |
Definition at line 38 of file methodoflinesscheme.hpp.
| typedef traits::bc_set bc_set |
Definition at line 39 of file methodoflinesscheme.hpp.
| typedef traits::condition_type condition_type |
Definition at line 40 of file methodoflinesscheme.hpp.
| MethodOfLinesScheme | ( | Real | eps, |
| Real | relInitStepSize, | ||
| ext::shared_ptr< FdmLinearOpComposite > | map, | ||
| const bc_set & | bcSet = bc_set() |
||
| ) |
Definition at line 26 of file methodoflinesscheme.cpp.
| void step | ( | array_type & | a, |
| Time | t | ||
| ) |
| void setStep | ( | Time | dt | ) |
Definition at line 59 of file methodoflinesscheme.cpp.
Definition at line 34 of file methodoflinesscheme.cpp.
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Definition at line 55 of file methodoflinesscheme.hpp.
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Definition at line 56 of file methodoflinesscheme.hpp.
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Definition at line 56 of file methodoflinesscheme.hpp.
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Definition at line 57 of file methodoflinesscheme.hpp.
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Definition at line 58 of file methodoflinesscheme.hpp.