QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Classes | Namespaces | Functions
tridiagonaloperator.hpp File Reference

tridiagonal operator More...

#include <ql/math/array.hpp>
#include <ql/math/comparison.hpp>
#include <ql/shared_ptr.hpp>

Go to the source code of this file.

Classes

class  TridiagonalOperator
 Base implementation for tridiagonal operator. More...
 
class  TridiagonalOperator::TimeSetter
 encapsulation of time-setting logic More...
 

Namespaces

namespace  QuantLib
 

Functions

void swap (TridiagonalOperator &, TridiagonalOperator &) noexcept
 
TridiagonalOperator operator+ (const TridiagonalOperator &D)
 
TridiagonalOperator operator- (const TridiagonalOperator &D)
 
TridiagonalOperator operator+ (const TridiagonalOperator &D1, const TridiagonalOperator &D2)
 
TridiagonalOperator operator- (const TridiagonalOperator &D1, const TridiagonalOperator &D2)
 
TridiagonalOperator operator* (Real a, const TridiagonalOperator &D)
 
TridiagonalOperator operator* (const TridiagonalOperator &D, Real a)
 
TridiagonalOperator operator/ (const TridiagonalOperator &D, Real a)
 

Detailed Description

tridiagonal operator

Definition in file tridiagonaloperator.hpp.