GenericTimeSetter< PdeClass > Class Template Reference

#include <ql/methods/finitedifferences/pde.hpp>

Inheritance diagram for GenericTimeSetter< PdeClass >:

Collaboration diagram for GenericTimeSetter< PdeClass >:

Public Member Functions
template<class T >
	GenericTimeSetter (const Array &grid, T process)
void	setTime (Time t, TridiagonalOperator &L) const override
Public Member Functions inherited from TridiagonalOperator::TimeSetter
virtual	~TimeSetter ()=default
virtual void	setTime (Time t, TridiagonalOperator &L) const =0

Private Attributes
PdeClass::grid_type	grid_
PdeClass	pde_

Detailed Description

template<class PdeClass>
class QuantLib::GenericTimeSetter< PdeClass >

Definition at line 75 of file pde.hpp.

Constructor & Destructor Documentation

GenericTimeSetter()

GenericTimeSetter	(	const Array &	grid,
		T	process
	)

Definition at line 78 of file pde.hpp.

Member Function Documentation

setTime()

void setTime ( Time  t, TridiagonalOperator &  L  ) const

overridevirtual

Implements TridiagonalOperator::TimeSetter.

Definition at line 80 of file pde.hpp.

Member Data Documentation

grid_

PdeClass::grid_type grid_

private

Definition at line 85 of file pde.hpp.

pde_

PdeClass pde_

private

Definition at line 86 of file pde.hpp.