PdeSecondOrderParabolic Class Reference

#include <ql/methods/finitedifferences/pde.hpp>

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Public Member Functions
virtual	~PdeSecondOrderParabolic ()=default
virtual Real	diffusion (Time t, Real x) const =0
virtual Real	drift (Time t, Real x) const =0
virtual Real	discount (Time t, Real x) const =0
virtual void	generateOperator (Time t, const TransformedGrid &tg, TridiagonalOperator &L) const

Detailed Description

Definition at line 32 of file pde.hpp.

Constructor & Destructor Documentation

~PdeSecondOrderParabolic()

virtual ~PdeSecondOrderParabolic ( )

virtualdefault

Member Function Documentation

diffusion()

virtual Real diffusion ( Time  t, Real  x  ) const

pure virtual

Implemented in PdeBSM, and PdeConstantCoeff< PdeClass >.

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drift()

virtual Real drift ( Time  t, Real  x  ) const

pure virtual

Implemented in PdeBSM, and PdeConstantCoeff< PdeClass >.

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discount()

virtual Real discount ( Time  t, Real  x  ) const

pure virtual

Implemented in PdeBSM, and PdeConstantCoeff< PdeClass >.

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generateOperator()

virtual void generateOperator ( Time  t, const TransformedGrid &  tg, TridiagonalOperator &  L  ) const

virtual

Definition at line 39 of file pde.hpp.

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