FdmBackwardSolver Class Reference

#include <ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp>

Collaboration diagram for FdmBackwardSolver:

Public Types
typedef FdmLinearOp::array_type	array_type

Public Member Functions
	FdmBackwardSolver (ext::shared_ptr< FdmLinearOpComposite > map, FdmBoundaryConditionSet bcSet, const ext::shared_ptr< FdmStepConditionComposite > &condition, const FdmSchemeDesc &schemeDesc)
void	rollback (array_type &a, Time from, Time to, Size steps, Size dampingSteps)

Protected Attributes
const ext::shared_ptr< FdmLinearOpComposite >	map_
const FdmBoundaryConditionSet	bcSet_
const ext::shared_ptr< FdmStepConditionComposite >	condition_
const FdmSchemeDesc	schemeDesc_

Detailed Description

Definition at line 61 of file fdmbackwardsolver.hpp.

Member Typedef Documentation

array_type

typedef FdmLinearOp::array_type array_type

Definition at line 63 of file fdmbackwardsolver.hpp.

Constructor & Destructor Documentation

FdmBackwardSolver()

FdmBackwardSolver	(	ext::shared_ptr< FdmLinearOpComposite >	map,
		FdmBoundaryConditionSet	bcSet,
		const ext::shared_ptr< FdmStepConditionComposite > &	condition,
		const FdmSchemeDesc &	schemeDesc
	)

Definition at line 80 of file fdmbackwardsolver.cpp.

Member Function Documentation

rollback()

void rollback	(	FdmBackwardSolver::array_type &	rhs,
		Time	from,
		Time	to,
		Size	steps,
		Size	dampingSteps
	)

Definition at line 92 of file fdmbackwardsolver.cpp.

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Member Data Documentation

map_

const ext::shared_ptr<FdmLinearOpComposite> map_

protected

Definition at line 75 of file fdmbackwardsolver.hpp.

bcSet_

const FdmBoundaryConditionSet bcSet_

protected

Definition at line 76 of file fdmbackwardsolver.hpp.

condition_

const ext::shared_ptr<FdmStepConditionComposite> condition_

protected

Definition at line 77 of file fdmbackwardsolver.hpp.

schemeDesc_

const FdmSchemeDesc schemeDesc_

protected

Definition at line 78 of file fdmbackwardsolver.hpp.