23#ifndef quantlib_fdm_2_dim_solver_hpp
24#define quantlib_fdm_2_dim_solver_hpp
36 class FdmSnapshotCondition;
42 ext::shared_ptr<FdmLinearOpComposite> op);
59 const ext::shared_ptr<FdmLinearOpComposite>
op_;
void performCalculations() const override
std::vector< Real > initialValues_
Real derivativeXX(Real x, Real y) const
Real interpolateAt(Real x, Real y) const
const ext::shared_ptr< FdmStepConditionComposite > conditions_
const ext::shared_ptr< FdmSnapshotCondition > thetaCondition_
ext::shared_ptr< BicubicSpline > interpolation_
Real thetaAt(Real x, Real y) const
const FdmSolverDesc solverDesc_
Real derivativeY(Real x, Real y) const
Real derivativeX(Real x, Real y) const
Real derivativeXY(Real x, Real y) const
Real derivativeYY(Real x, Real y) const
const ext::shared_ptr< FdmLinearOpComposite > op_
const FdmSchemeDesc schemeDesc_
Framework for calculation on demand and result caching.
Matrix used in linear algebra.
Globally accessible relinkable pointer.
framework for calculation on demand and result caching
matrix used in linear algebra.