FdmBlackScholesOp Member List

This is the complete list of members for FdmBlackScholesOp, including all inherited members.

apply(const Array &r) const override	FdmBlackScholesOp
apply_direction(Size direction, const Array &r) const override	FdmBlackScholesOp
apply_mixed(const Array &r) const override	FdmBlackScholesOp
direction_	FdmBlackScholesOp	private
discounting_	FdmBlackScholesOp	private
dxMap_	FdmBlackScholesOp	private
dxxMap_	FdmBlackScholesOp	private
ensureNonNegativeForwardVariance_	FdmBlackScholesOp	private
FdmBlackScholesOp(const ext::shared_ptr< FdmMesher > &mesher, const ext::shared_ptr< GeneralizedBlackScholesProcess > &process, Real strike=Null< Real >(), bool localVol=false, Real illegalLocalVolOverwrite=-Null< Real >(), Size direction=0, const ext::shared_ptr< FdmQuantoHelper > &quantoHelper=ext::shared_ptr< FdmQuantoHelper >(), const bool discounting=true, const bool ensureNonNegativeForwardVariance=false)	FdmBlackScholesOp
illegalLocalVolOverwrite_	FdmBlackScholesOp	private
initialValue_	FdmBlackScholesOp	private
localVol_	FdmBlackScholesOp	private
mapT_	FdmBlackScholesOp	private
mesher_	FdmBlackScholesOp	private
preconditioner(const Array &r, Real s) const override	FdmBlackScholesOp
qTS_	FdmBlackScholesOp	private
quantoHelper_	FdmBlackScholesOp	private
rTS_	FdmBlackScholesOp	private
setTime(Time t1, Time t2) override	FdmBlackScholesOp
size() const override	FdmBlackScholesOp
solve_splitting(Size direction, const Array &r, Real s) const override	FdmBlackScholesOp
strike_	FdmBlackScholesOp	private
toMatrixDecomp() const override	FdmBlackScholesOp
volTS_	FdmBlackScholesOp	private
x_	FdmBlackScholesOp	private