QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for CrankNicolsonScheme, including all inherited members.
array_type typedef | CrankNicolsonScheme | |
bc_set typedef | CrankNicolsonScheme | |
condition_type typedef | CrankNicolsonScheme | |
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_ | CrankNicolsonScheme | protected |
explicit_ | CrankNicolsonScheme | protected |
implicit_ | CrankNicolsonScheme | protected |
numberOfIterations() const | CrankNicolsonScheme | |
operator_type typedef | CrankNicolsonScheme | |
setStep(Time dt) | CrankNicolsonScheme | |
step(array_type &a, Time t) | CrankNicolsonScheme | |
theta_ | CrankNicolsonScheme | protected |
traits typedef | CrankNicolsonScheme |