PdeSecondOrderParabolic Class Reference

#include <pde.hpp>

Inheritance diagram for PdeSecondOrderParabolic:

Collaboration diagram for PdeSecondOrderParabolic:

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

Detailed Description

Deprecated:

Part of the old FD framework; copy this function in your codebase if needed. Deprecated in version 1.37.

Definition at line 38 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 >.

drift()

virtual Real drift ( Time  t, Real  x  ) const

pure virtual

Implemented in PdeBSM, and PdeConstantCoeff< PdeClass >.

discount()

virtual Real discount ( Time  t, Real  x  ) const

pure virtual

Implemented in PdeBSM, and PdeConstantCoeff< PdeClass >.

generateOperator()

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

virtual

Definition at line 46 of file pde.hpp.

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