#include <fdmlinearop.hpp>
Inheritance diagram for FdmLinearOp:
Collaboration diagram for FdmLinearOp:
Public Types | |
| typedef Array | array_type |
Public Member Functions | |
| virtual | ~FdmLinearOp ()=default |
| virtual array_type | apply (const array_type &r) const =0 |
| virtual SparseMatrix | toMatrix () const =0 |
Detailed Description
Definition at line 34 of file fdmlinearop.hpp.
Member Typedef Documentation
◆ array_type
| typedef Array array_type |
Definition at line 36 of file fdmlinearop.hpp.
Constructor & Destructor Documentation
◆ ~FdmLinearOp()
|
virtualdefault |
Member Function Documentation
◆ apply()
|
pure virtual |
Implemented in FdmDupire1dOp, FdmExtendedOrnsteinUhlenbeckOp, FdmExtOUJumpOp, FdmKlugeExtOUOp, FdmZabrOp, FdmBatesOp, FdmBlackScholesFwdOp, FdmBlackScholesOp, FdmCEVOp, FdmCIROp, FdmG2Op, FdmHestonFwdOp, FdmHestonHullWhiteOp, FdmHestonOp, FdmHullWhiteOp, FdmLocalVolFwdOp, FdmOrnsteinUhlenbeckOp, FdmSabrOp, FdmSquareRootFwdOp, NinePointLinearOp, TripleBandLinearOp, Fdm2dBlackScholesOp, and NthOrderDerivativeOp.
◆ toMatrix()
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pure virtual |
Implemented in FdmLinearOpComposite, NinePointLinearOp, NthOrderDerivativeOp, and TripleBandLinearOp.