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 FdmExtOUJumpOp, including all inherited members.
apply(const Array &r) const override | FdmExtOUJumpOp | virtual |
apply_direction(Size direction, const Array &r) const override | FdmExtOUJumpOp | virtual |
apply_mixed(const Array &r) const override | FdmExtOUJumpOp | virtual |
array_type typedef | FdmLinearOp | |
bcSet_ | FdmExtOUJumpOp | private |
dyMap_ | FdmExtOUJumpOp | private |
FdmExtOUJumpOp(const ext::shared_ptr< FdmMesher > &mesher, const ext::shared_ptr< ExtOUWithJumpsProcess > &process, const ext::shared_ptr< YieldTermStructure > &rTS, const FdmBoundaryConditionSet &bcSet, Size integroIntegrationOrder) | FdmExtOUJumpOp | |
gaussLaguerreIntegration_ | FdmExtOUJumpOp | private |
integro(const Array &r) const | FdmExtOUJumpOp | private |
integroPart_ | FdmExtOUJumpOp | private |
mesher_ | FdmExtOUJumpOp | private |
ouOp_ | FdmExtOUJumpOp | private |
preconditioner(const Array &r, Real s) const override | FdmExtOUJumpOp | virtual |
process_ | FdmExtOUJumpOp | private |
rTS_ | FdmExtOUJumpOp | private |
setTime(Time t1, Time t2) override | FdmExtOUJumpOp | virtual |
size() const override | FdmExtOUJumpOp | virtual |
solve_splitting(Size direction, const Array &r, Real s) const override | FdmExtOUJumpOp | virtual |
toMatrix() const override | FdmLinearOpComposite | virtual |
toMatrixDecomp() const override | FdmExtOUJumpOp | virtual |
x_ | FdmExtOUJumpOp | private |
~FdmLinearOp()=default | FdmLinearOp | virtual |