QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Types | Public Member Functions | Protected Attributes | List of all members
DouglasScheme Class Reference

#include <douglasscheme.hpp>

+ Collaboration diagram for DouglasScheme:

Public Types

typedef OperatorTraits< FdmLinearOptraits
 
typedef traits::operator_type operator_type
 
typedef traits::array_type array_type
 
typedef traits::bc_set bc_set
 
typedef traits::condition_type condition_type
 

Public Member Functions

 DouglasScheme (Real theta, ext::shared_ptr< FdmLinearOpComposite > map, const bc_set &bcSet=bc_set())
 
void step (array_type &a, Time t)
 
void setStep (Time dt)
 

Protected Attributes

Time dt_
 
const Real theta_
 
const ext::shared_ptr< FdmLinearOpCompositemap_
 
const BoundaryConditionSchemeHelper bcSet_
 

Detailed Description

Definition at line 35 of file douglasscheme.hpp.

Member Typedef Documentation

◆ traits

Definition at line 38 of file douglasscheme.hpp.

◆ operator_type

Definition at line 39 of file douglasscheme.hpp.

◆ array_type

Definition at line 40 of file douglasscheme.hpp.

◆ bc_set

Definition at line 41 of file douglasscheme.hpp.

◆ condition_type

Definition at line 42 of file douglasscheme.hpp.

Constructor & Destructor Documentation

◆ DouglasScheme()

DouglasScheme ( Real  theta,
ext::shared_ptr< FdmLinearOpComposite map,
const bc_set bcSet = bc_set() 
)

Definition at line 26 of file douglasscheme.cpp.

Member Function Documentation

◆ step()

void step ( array_type a,
Time  t 
)

Definition at line 31 of file douglasscheme.cpp.

+ Here is the call graph for this function:

◆ setStep()

void setStep ( Time  dt)

Definition at line 49 of file douglasscheme.cpp.

Member Data Documentation

◆ dt_

Time dt_
protected

Definition at line 53 of file douglasscheme.hpp.

◆ theta_

const Real theta_
protected

Definition at line 54 of file douglasscheme.hpp.

◆ map_

const ext::shared_ptr<FdmLinearOpComposite> map_
protected

Definition at line 55 of file douglasscheme.hpp.

◆ bcSet_

const BoundaryConditionSchemeHelper bcSet_
protected

Definition at line 56 of file douglasscheme.hpp.