| addCreditCurve_ | FdmDefaultableEquityJumpDiffusionOp | private |
| addRecovery_ | FdmDefaultableEquityJumpDiffusionOp | private |
| apply(const Array &r) const override | FdmDefaultableEquityJumpDiffusionOp | |
| apply_direction(Size direction, const Array &r) const override | FdmDefaultableEquityJumpDiffusionOp | |
| apply_mixed(const Array &r) const override | FdmDefaultableEquityJumpDiffusionOp | |
| conversionRatio_ | FdmDefaultableEquityJumpDiffusionOp | private |
| direction_ | FdmDefaultableEquityJumpDiffusionOp | private |
| discountingCurve_ | FdmDefaultableEquityJumpDiffusionOp | private |
| discountingSpread_ | FdmDefaultableEquityJumpDiffusionOp | private |
| dxMap_ | FdmDefaultableEquityJumpDiffusionOp | private |
| dxxMap_ | FdmDefaultableEquityJumpDiffusionOp | private |
| FdmDefaultableEquityJumpDiffusionOp(const QuantLib::ext::shared_ptr< QuantLib::FdmMesher > &mesher, const QuantLib::ext::shared_ptr< DefaultableEquityJumpDiffusionModel > &model, const Size direction=0, const std::function< Real(Real, Real, Real)> &recovery={}, const Handle< QuantLib::YieldTermStructure > &discountingCurve=Handle< QuantLib::YieldTermStructure >(), const Handle< QuantLib::Quote > &discountingSpread=Handle< QuantLib::Quote >(), const Handle< QuantLib::DefaultProbabilityTermStructure > &addCreditCurve=Handle< QuantLib::DefaultProbabilityTermStructure >(), const std::function< Real(Real, Real, Real)> &addRecovery={}) | FdmDefaultableEquityJumpDiffusionOp | |
| mapT_ | FdmDefaultableEquityJumpDiffusionOp | private |
| mesher_ | FdmDefaultableEquityJumpDiffusionOp | private |
| model_ | FdmDefaultableEquityJumpDiffusionOp | private |
| preconditioner(const Array &r, Real s) const override | FdmDefaultableEquityJumpDiffusionOp | |
| recovery_ | FdmDefaultableEquityJumpDiffusionOp | private |
| recoveryTerm_ | FdmDefaultableEquityJumpDiffusionOp | private |
| setConversionRatio(const std::function< Real(Real)> &conversionRatio) | FdmDefaultableEquityJumpDiffusionOp | |
| setTime(Time t1, Time t2) override | FdmDefaultableEquityJumpDiffusionOp | |
| size() const override | FdmDefaultableEquityJumpDiffusionOp | |
| solve_splitting(Size direction, const Array &r, Real s) const override | FdmDefaultableEquityJumpDiffusionOp | |
| toMatrixDecomp() const override | FdmDefaultableEquityJumpDiffusionOp | |
