QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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FdmG2Op Member List

This is the complete list of members for FdmG2Op, including all inherited members.

apply(const Array &r) const overrideFdmG2Opvirtual
apply_direction(Size direction, const Array &r) const overrideFdmG2Opvirtual
apply_mixed(const Array &r) const overrideFdmG2Opvirtual
array_type typedefFdmLinearOp
corrMap_FdmG2Opprivate
direction1_FdmG2Opprivate
direction2_FdmG2Opprivate
dxMap_FdmG2Opprivate
dyMap_FdmG2Opprivate
FdmG2Op(const ext::shared_ptr< FdmMesher > &mesher, const ext::shared_ptr< G2 > &model, Size direction1, Size direction2)FdmG2Op
mapX_FdmG2Opprivate
mapY_FdmG2Opprivate
model_FdmG2Opprivate
preconditioner(const Array &r, Real s) const overrideFdmG2Opvirtual
setTime(Time t1, Time t2) overrideFdmG2Opvirtual
size() const overrideFdmG2Opvirtual
solve_splitting(Size direction, const Array &r, Real s) const overrideFdmG2Opvirtual
toMatrix() const overrideFdmLinearOpCompositevirtual
toMatrixDecomp() const overrideFdmG2Opvirtual
x_FdmG2Opprivate
y_FdmG2Opprivate
~FdmLinearOp()=defaultFdmLinearOpvirtual