QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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CrankNicolsonScheme Member List

This is the complete list of members for CrankNicolsonScheme, including all inherited members.

array_type typedefCrankNicolsonScheme
bc_set typedefCrankNicolsonScheme
condition_type typedefCrankNicolsonScheme
CrankNicolsonScheme(Real theta, const ext::shared_ptr< FdmLinearOpComposite > &map, const bc_set &bcSet=bc_set(), Real relTol=1e-8, ImplicitEulerScheme::SolverType solverType=ImplicitEulerScheme::BiCGstab)CrankNicolsonScheme
dt_CrankNicolsonSchemeprotected
explicit_CrankNicolsonSchemeprotected
implicit_CrankNicolsonSchemeprotected
numberOfIterations() constCrankNicolsonScheme
operator_type typedefCrankNicolsonScheme
setStep(Time dt)CrankNicolsonScheme
step(array_type &a, Time t)CrankNicolsonScheme
theta_CrankNicolsonSchemeprotected
traits typedefCrankNicolsonScheme