QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for FdmCellAveragingInnerValue, including all inherited members.
avgInnerValue(const FdmLinearOpIterator &iter, Time t) override | FdmCellAveragingInnerValue | virtual |
avgInnerValueCalc(const FdmLinearOpIterator &iter, Time t) | FdmCellAveragingInnerValue | private |
avgInnerValues_ | FdmCellAveragingInnerValue | private |
direction_ | FdmCellAveragingInnerValue | private |
FdmCellAveragingInnerValue(ext::shared_ptr< Payoff > payoff, ext::shared_ptr< FdmMesher > mesher, Size direction, ext::function< Real(Real)> gridMapping=[](Real x){ return x;}) | FdmCellAveragingInnerValue | |
gridMapping_ | FdmCellAveragingInnerValue | private |
innerValue(const FdmLinearOpIterator &iter, Time) override | FdmCellAveragingInnerValue | virtual |
mesher_ | FdmCellAveragingInnerValue | private |
payoff_ | FdmCellAveragingInnerValue | private |
~FdmInnerValueCalculator()=default | FdmInnerValueCalculator | virtual |