QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
GenericTimeSetter< PdeClass > Class Template Reference

#include <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.