FdmBatesOp Member List

This is the complete list of members for FdmBatesOp, including all inherited members.

apply(const Array &r) const override	FdmBatesOp	virtual
apply_direction(Size direction, const Array &r) const override	FdmBatesOp	virtual
apply_mixed(const Array &r) const override	FdmBatesOp	virtual
array_type typedef	FdmLinearOp
bcSet_	FdmBatesOp	private
delta_	FdmBatesOp	private
FdmBatesOp(const ext::shared_ptr< FdmMesher > &mesher, const ext::shared_ptr< BatesProcess > &batesProcess, FdmBoundaryConditionSet bcSet, Size integroIntegrationOrder, const ext::shared_ptr< FdmQuantoHelper > &quantoHelper=ext::shared_ptr< FdmQuantoHelper >())	FdmBatesOp
gaussHermiteIntegration_	FdmBatesOp	private
hestonOp_	FdmBatesOp	private
integro(const Array &r) const	FdmBatesOp	private
lambda_	FdmBatesOp	private
m_	FdmBatesOp	private
mesher_	FdmBatesOp	private
nu_	FdmBatesOp	private
preconditioner(const Array &r, Real s) const override	FdmBatesOp	virtual
setTime(Time t1, Time t2) override	FdmBatesOp	virtual
size() const override	FdmBatesOp	virtual
solve_splitting(Size direction, const Array &r, Real s) const override	FdmBatesOp	virtual
toMatrix() const override	FdmLinearOpComposite	virtual
toMatrixDecomp() const override	FdmBatesOp	virtual
weights_	FdmBatesOp	private
x_	FdmBatesOp	private
~FdmLinearOp()=default	FdmLinearOp	virtual