QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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fdmsolverdesc.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2010 Klaus Spanderen
5
6 This file is part of QuantLib, a free-software/open-source library
7 for financial quantitative analysts and developers - http://quantlib.org/
8
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
11 copy of the license along with this program; if not, please email
12 <quantlib-dev@lists.sf.net>. The license is also available online at
13 <http://quantlib.org/license.shtml>.
14
15 This program is distributed in the hope that it will be useful, but WITHOUT
16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17 FOR A PARTICULAR PURPOSE. See the license for more details.
18*/
19
20/*! \file fdmsolverdesc.hpp
21*/
22
23#ifndef quantlib_fdm_solver_desc_hpp
24#define quantlib_fdm_solver_desc_hpp
25
27
28namespace QuantLib {
29
30 class FdmMesher;
31 class FdmInnerValueCalculator;
32 class FdmStepConditionComposite;
33 class FdmInnerValueCalculator;
34
36 const ext::shared_ptr<FdmMesher> mesher;
38 const ext::shared_ptr<FdmStepConditionComposite> condition;
39 const ext::shared_ptr<FdmInnerValueCalculator> calculator;
43 };
44}
45
46#endif
Real Time
continuous quantity with 1-year units
Definition: types.hpp:62
std::size_t Size
size of a container
Definition: types.hpp:58
Definition: any.hpp:35
OperatorTraits< FdmLinearOp >::bc_set FdmBoundaryConditionSet
const ext::shared_ptr< FdmStepConditionComposite > condition
const ext::shared_ptr< FdmInnerValueCalculator > calculator
const FdmBoundaryConditionSet bcSet
const ext::shared_ptr< FdmMesher > mesher