QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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tridiagonal operator More...
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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) |
tridiagonal operator
Definition in file tridiagonaloperator.hpp.