25#ifndef quantlib_fdm_dupire1d_op_hpp
26#define quantlib_fdm_dupire1d_op_hpp
38 const Array &localVolatility);
1-D array used in linear algebra.
Size size() const override
Array apply_direction(Size direction, const Array &r) const override
Array preconditioner(const Array &r, Real s) const override
std::vector< SparseMatrix > toMatrixDecomp() const override
void setTime(Time t1, Time t2) override
Time is required.
Array apply_mixed(const Array &r) const override
const ext::shared_ptr< FdmMesher > mesher_
Array solve_splitting(Size direction, const Array &r, Real s) const override
Array apply(const Array &r) const override
const Array localVolatility_
composite pattern for linear operators
memory layout of a fdm linear operator
Real Time
continuous quantity with 1-year units
std::size_t Size
size of a container
ext::shared_ptr< YieldTermStructure > r
general triple band linear operator