QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <modtriplebandlinearop.hpp>
Additional Inherited Members | |
Public Types inherited from FdmLinearOp | |
typedef Array | array_type |
Protected Member Functions inherited from TripleBandLinearOp | |
TripleBandLinearOp ()=default | |
Protected Attributes inherited from TripleBandLinearOp | |
Size | direction_ |
std::unique_ptr< Size[]> | i0_ |
std::unique_ptr< Size[]> | i2_ |
std::unique_ptr< Size[]> | reverseIndex_ |
std::unique_ptr< Real[]> | lower_ |
std::unique_ptr< Real[]> | diag_ |
std::unique_ptr< Real[]> | upper_ |
ext::shared_ptr< FdmMesher > | mesher_ |
Definition at line 32 of file modtriplebandlinearop.hpp.
ModTripleBandLinearOp | ( | Size | direction, |
const ext::shared_ptr< FdmMesher > & | mesher | ||
) |
Definition at line 34 of file modtriplebandlinearop.hpp.
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explicit |
Definition at line 38 of file modtriplebandlinearop.hpp.
Definition at line 41 of file modtriplebandlinearop.hpp.
Definition at line 42 of file modtriplebandlinearop.hpp.
Definition at line 43 of file modtriplebandlinearop.hpp.
Definition at line 44 of file modtriplebandlinearop.hpp.
Definition at line 45 of file modtriplebandlinearop.hpp.
Definition at line 46 of file modtriplebandlinearop.hpp.