25#ifndef quantlib_fdm_dupire1d_op_hpp
26#define quantlib_fdm_dupire1d_op_hpp
28#include <ql/methods/finitedifferences/meshers/fdmmesher.hpp>
29#include <ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp>
30#include <ql/methods/finitedifferences/operators/triplebandlinearop.hpp>
31#include <ql/methods/finitedifferences/operators/fdmlinearopcomposite.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_
Real Time
continuous quantity with 1-year units
std::size_t Size
size of a container