QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
Fdm1DimSolver
Fdm1DimSolver Member List
This is the complete list of members for
Fdm1DimSolver
, including all inherited members.
alwaysForward_
LazyObject
protected
alwaysForwardNotifications
()
LazyObject
calculate
() const
LazyObject
protected
virtual
calculated_
LazyObject
mutable
protected
conditions_
Fdm1DimSolver
private
deepUpdate
()
Observer
virtual
derivativeX
(Real x) const
Fdm1DimSolver
derivativeXX
(Real x) const
Fdm1DimSolver
Fdm1DimSolver
(const FdmSolverDesc &solverDesc, const FdmSchemeDesc &schemeDesc, ext::shared_ptr< FdmLinearOpComposite > op)
Fdm1DimSolver
forwardFirstNotificationOnly
()
LazyObject
freeze
()
LazyObject
frozen_
LazyObject
protected
initialValues_
Fdm1DimSolver
private
interpolateAt
(Real x) const
Fdm1DimSolver
interpolation_
Fdm1DimSolver
mutable
private
isCalculated
() const
LazyObject
QuantLib::iterator
typedef
Observable
private
QuantLib::Observer::iterator
typedef
Observer
LazyObject
()
LazyObject
notifyObservers
()
Observable
Observable
()
Observable
Observable
(const Observable &)
Observable
Observable
(Observable &&)=delete
Observable
observables_
Observer
private
Observer
()=default
Observer
QuantLib::Observer::Observer
(const Observer &)
Observer
observers_
Observable
private
op_
Fdm1DimSolver
private
QuantLib::operator=
(const Observable &)
Observable
QuantLib::operator=
(Observable &&)=delete
Observable
QuantLib::Observer::operator=
(const Observer &)
Observer
performCalculations
() const override
Fdm1DimSolver
protected
virtual
recalculate
()
LazyObject
registerObserver
(Observer *)
Observable
private
registerWith
(const ext::shared_ptr< Observable > &)
Observer
registerWithObservables
(const ext::shared_ptr< Observer > &)
Observer
resultValues_
Fdm1DimSolver
mutable
private
schemeDesc_
Fdm1DimSolver
private
QuantLib::set_type
typedef
Observable
private
solverDesc_
Fdm1DimSolver
private
thetaAt
(Real x) const
Fdm1DimSolver
thetaCondition_
Fdm1DimSolver
private
unfreeze
()
LazyObject
unregisterObserver
(Observer *)
Observable
private
unregisterWith
(const ext::shared_ptr< Observable > &)
Observer
unregisterWithAll
()
Observer
update
() override
LazyObject
virtual
updating_
LazyObject
private
x_
Fdm1DimSolver
private
~LazyObject
() override=default
LazyObject
~Observable
()=default
Observable
virtual
~Observer
()
Observer
virtual
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