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 FdmG2Op, including all inherited members.
apply(const Array &r) const override | FdmG2Op | virtual |
apply_direction(Size direction, const Array &r) const override | FdmG2Op | virtual |
apply_mixed(const Array &r) const override | FdmG2Op | virtual |
array_type typedef | FdmLinearOp | |
corrMap_ | FdmG2Op | private |
direction1_ | FdmG2Op | private |
direction2_ | FdmG2Op | private |
dxMap_ | FdmG2Op | private |
dyMap_ | FdmG2Op | private |
FdmG2Op(const ext::shared_ptr< FdmMesher > &mesher, const ext::shared_ptr< G2 > &model, Size direction1, Size direction2) | FdmG2Op | |
mapX_ | FdmG2Op | private |
mapY_ | FdmG2Op | private |
model_ | FdmG2Op | private |
preconditioner(const Array &r, Real s) const override | FdmG2Op | virtual |
setTime(Time t1, Time t2) override | FdmG2Op | virtual |
size() const override | FdmG2Op | virtual |
solve_splitting(Size direction, const Array &r, Real s) const override | FdmG2Op | virtual |
toMatrix() const override | FdmLinearOpComposite | virtual |
toMatrixDecomp() const override | FdmG2Op | virtual |
x_ | FdmG2Op | private |
y_ | FdmG2Op | private |
~FdmLinearOp()=default | FdmLinearOp | virtual |