QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
methods
finitedifferences
operators
firstderivativeop.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2008 Andreas Gaida
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Copyright (C) 2008 Ralph Schreyer
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Copyright (C) 2008 Klaus Spanderen
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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/*! \file firstderivativeop.hpp
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\brief first derivative linear operator
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*/
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#ifndef quantlib_first_derivative_op_hpp
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#define quantlib_first_derivative_op_hpp
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#include <
ql/methods/finitedifferences/operators/triplebandlinearop.hpp
>
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namespace
QuantLib
{
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class
FirstDerivativeOp
:
public
TripleBandLinearOp
{
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public
:
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FirstDerivativeOp
(
Size
direction,
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const
ext::shared_ptr<FdmMesher>& mesher);
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};
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}
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#endif
QuantLib::FirstDerivativeOp
Definition:
firstderivativeop.hpp:33
QuantLib::TripleBandLinearOp
Definition:
triplebandlinearop.hpp:37
QuantLib::Size
std::size_t Size
size of a container
Definition:
types.hpp:58
QuantLib
Definition:
any.hpp:35
triplebandlinearop.hpp
general triple band linear operator
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