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QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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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 |