#include <fdmcevop.hpp>

Inheritance diagram for FdmCEVOp:

Collaboration diagram for FdmCEVOp:

Public Member Functions
	FdmCEVOp (const ext::shared_ptr< FdmMesher > &mesher, const ext::shared_ptr< YieldTermStructure > &rTS, Real f0, Real alpha, Real beta, Size direction)

Size	size () const override

void	setTime (Time t1, Time t2) override
	Time \(t1 <= t2\) is required. More...

Array	apply (const Array &r) const override

Array	apply_mixed (const Array &r) const override

Array	apply_direction (Size direction, const Array &r) const override

Array	solve_splitting (Size direction, const Array &r, Real s) const override

Array	preconditioner (const Array &r, Real s) const override

std::vector< SparseMatrix >	toMatrixDecomp () const override

Public Member Functions inherited from FdmLinearOpComposite
virtual Size	size () const =0

virtual void	setTime (Time t1, Time t2)=0
	Time \(t1 <= t2\) is required. More...

virtual Array	apply_mixed (const Array &r) const =0

virtual Array	apply_direction (Size direction, const Array &r) const =0

virtual Array	solve_splitting (Size direction, const Array &r, Real s) const =0

virtual Array	preconditioner (const Array &r, Real s) const =0

virtual std::vector< SparseMatrix >	toMatrixDecomp () const

SparseMatrix	toMatrix () const override

Public Member Functions inherited from FdmLinearOp
virtual	~FdmLinearOp ()=default

virtual array_type	apply (const array_type &r) const =0

virtual SparseMatrix	toMatrix () const =0

Private Attributes
const ext::shared_ptr< YieldTermStructure > &	rTS_

const Size	direction_

const TripleBandLinearOp	dxxMap_

TripleBandLinearOp	mapT_

Additional Inherited Members
Public Types inherited from FdmLinearOp
typedef Array	array_type

Detailed Description

Definition at line 42 of file fdmcevop.hpp.

Constructor & Destructor Documentation

FdmCEVOp	(	const ext::shared_ptr< FdmMesher > &	mesher,
		const ext::shared_ptr< YieldTermStructure > &	rTS,
		Real	f0,
		Real	alpha,
		Real	beta,
		Size	direction
	)