QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <douglasscheme.hpp>
Public Types | |
typedef OperatorTraits< FdmLinearOp > | traits |
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< FdmLinearOpComposite > | map_ |
const BoundaryConditionSchemeHelper | bcSet_ |
Definition at line 35 of file douglasscheme.hpp.
typedef OperatorTraits<FdmLinearOp> traits |
Definition at line 38 of file douglasscheme.hpp.
typedef traits::operator_type operator_type |
Definition at line 39 of file douglasscheme.hpp.
typedef traits::array_type array_type |
Definition at line 40 of file douglasscheme.hpp.
typedef traits::bc_set bc_set |
Definition at line 41 of file douglasscheme.hpp.
typedef traits::condition_type condition_type |
Definition at line 42 of file douglasscheme.hpp.
DouglasScheme | ( | Real | theta, |
ext::shared_ptr< FdmLinearOpComposite > | map, | ||
const bc_set & | bcSet = bc_set() |
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) |
Definition at line 26 of file douglasscheme.cpp.
void step | ( | array_type & | a, |
Time | t | ||
) |
void setStep | ( | Time | dt | ) |
Definition at line 49 of file douglasscheme.cpp.
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Definition at line 53 of file douglasscheme.hpp.
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Definition at line 54 of file douglasscheme.hpp.
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Definition at line 55 of file douglasscheme.hpp.
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Definition at line 56 of file douglasscheme.hpp.