QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
Fdm2DimSolver
Fdm2DimSolver Member List
This is the complete list of members for
Fdm2DimSolver
, including all inherited members.
alwaysForward_
LazyObject
protected
alwaysForwardNotifications
()
LazyObject
calculate
() const
LazyObject
protected
virtual
calculated_
LazyObject
mutable
protected
conditions_
Fdm2DimSolver
private
deepUpdate
()
Observer
virtual
derivativeX
(Real x, Real y) const
Fdm2DimSolver
derivativeXX
(Real x, Real y) const
Fdm2DimSolver
derivativeXY
(Real x, Real y) const
Fdm2DimSolver
derivativeY
(Real x, Real y) const
Fdm2DimSolver
derivativeYY
(Real x, Real y) const
Fdm2DimSolver
Fdm2DimSolver
(const FdmSolverDesc &solverDesc, const FdmSchemeDesc &schemeDesc, ext::shared_ptr< FdmLinearOpComposite > op)
Fdm2DimSolver
forwardFirstNotificationOnly
()
LazyObject
freeze
()
LazyObject
frozen_
LazyObject
protected
initialValues_
Fdm2DimSolver
private
interpolateAt
(Real x, Real y) const
Fdm2DimSolver
interpolation_
Fdm2DimSolver
mutable
private
isCalculated
() const
LazyObject
QuantLib::iterator
typedef
Observable
private
QuantLib::Observer::iterator
typedef
Observer
LazyObject
()
LazyObject
notifyObservers
()
Observable
Observable
()
Observable
Observable
(const Observable &)
Observable
Observable
(Observable &&)=delete
Observable
observables_
Observer
private
Observer
()=default
Observer
QuantLib::Observer::Observer
(const Observer &)
Observer
observers_
Observable
private
op_
Fdm2DimSolver
private
QuantLib::operator=
(const Observable &)
Observable
QuantLib::operator=
(Observable &&)=delete
Observable
QuantLib::Observer::operator=
(const Observer &)
Observer
performCalculations
() const override
Fdm2DimSolver
protected
virtual
recalculate
()
LazyObject
registerObserver
(Observer *)
Observable
private
registerWith
(const ext::shared_ptr< Observable > &)
Observer
registerWithObservables
(const ext::shared_ptr< Observer > &)
Observer
resultValues_
Fdm2DimSolver
mutable
private
schemeDesc_
Fdm2DimSolver
private
QuantLib::set_type
typedef
Observable
private
solverDesc_
Fdm2DimSolver
private
thetaAt
(Real x, Real y) const
Fdm2DimSolver
thetaCondition_
Fdm2DimSolver
private
unfreeze
()
LazyObject
unregisterObserver
(Observer *)
Observable
private
unregisterWith
(const ext::shared_ptr< Observable > &)
Observer
unregisterWithAll
()
Observer
update
() override
LazyObject
virtual
updating_
LazyObject
private
x_
Fdm2DimSolver
private
y_
Fdm2DimSolver
private
~LazyObject
() override=default
LazyObject
~Observable
()=default
Observable
virtual
~Observer
()
Observer
virtual
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