QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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DouglasScheme Member List

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

array_type typedefDouglasScheme
bc_set typedefDouglasScheme
bcSet_DouglasSchemeprotected
condition_type typedefDouglasScheme
DouglasScheme(Real theta, ext::shared_ptr< FdmLinearOpComposite > map, const bc_set &bcSet=bc_set())DouglasScheme
dt_DouglasSchemeprotected
map_DouglasSchemeprotected
operator_type typedefDouglasScheme
setStep(Time dt)DouglasScheme
step(array_type &a, Time t)DouglasScheme
theta_DouglasSchemeprotected
traits typedefDouglasScheme