QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for DouglasScheme, including all inherited members.
array_type typedef | DouglasScheme | |
bc_set typedef | DouglasScheme | |
bcSet_ | DouglasScheme | protected |
condition_type typedef | DouglasScheme | |
DouglasScheme(Real theta, ext::shared_ptr< FdmLinearOpComposite > map, const bc_set &bcSet=bc_set()) | DouglasScheme | |
dt_ | DouglasScheme | protected |
map_ | DouglasScheme | protected |
operator_type typedef | DouglasScheme | |
setStep(Time dt) | DouglasScheme | |
step(array_type &a, Time t) | DouglasScheme | |
theta_ | DouglasScheme | protected |
traits typedef | DouglasScheme |