#include <ql/methods/finitedifferences/solvers/fdm1dimsolver.hpp>
Inheritance diagram for Fdm1DimSolver:
Collaboration diagram for Fdm1DimSolver:
Public Member Functions | |
| Fdm1DimSolver (const FdmSolverDesc &solverDesc, const FdmSchemeDesc &schemeDesc, ext::shared_ptr< FdmLinearOpComposite > op) | |
| Real | interpolateAt (Real x) const |
| Real | thetaAt (Real x) const |
| Real | derivativeX (Real x) const |
| Real | derivativeXX (Real x) const |
| Public Member Functions inherited from LazyObject | |
| LazyObject () | |
| ~LazyObject () override=default | |
| void | update () override |
| bool | isCalculated () const |
| void | forwardFirstNotificationOnly () |
| void | alwaysForwardNotifications () |
| void | recalculate () |
| void | freeze () |
| void | unfreeze () |
| Public Member Functions inherited from Observable | |
| Observable () | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) |
| Observable (Observable &&)=delete | |
| Observable & | operator= (Observable &&)=delete |
| virtual | ~Observable ()=default |
| void | notifyObservers () |
| Public Member Functions inherited from Observer | |
| Observer ()=default | |
| Observer (const Observer &) | |
| Observer & | operator= (const Observer &) |
| virtual | ~Observer () |
| std::pair< iterator, bool > | registerWith (const ext::shared_ptr< Observable > &) |
| void | registerWithObservables (const ext::shared_ptr< Observer > &) |
| Size | unregisterWith (const ext::shared_ptr< Observable > &) |
| void | unregisterWithAll () |
| virtual void | update ()=0 |
| virtual void | deepUpdate () |
Protected Member Functions | |
| void | performCalculations () const override |
| Protected Member Functions inherited from LazyObject | |
| virtual void | calculate () const |
Private Attributes | |
| const FdmSolverDesc | solverDesc_ |
| const FdmSchemeDesc | schemeDesc_ |
| const ext::shared_ptr< FdmLinearOpComposite > | op_ |
| const ext::shared_ptr< FdmSnapshotCondition > | thetaCondition_ |
| const ext::shared_ptr< FdmStepConditionComposite > | conditions_ |
| std::vector< Real > | x_ |
| std::vector< Real > | initialValues_ |
| Array | resultValues_ |
| ext::shared_ptr< CubicInterpolation > | interpolation_ |
Additional Inherited Members | |
| Public Types inherited from Observer | |
| typedef set_type::iterator | iterator |
| Protected Attributes inherited from LazyObject | |
| bool | calculated_ = false |
| bool | frozen_ = false |
| bool | alwaysForward_ |
Detailed Description
Definition at line 38 of file fdm1dimsolver.hpp.
Constructor & Destructor Documentation
◆ Fdm1DimSolver()
| Fdm1DimSolver | ( | const FdmSolverDesc & | solverDesc, |
| const FdmSchemeDesc & | schemeDesc, | ||
| ext::shared_ptr< FdmLinearOpComposite > | op | ||
| ) |
Definition at line 32 of file fdm1dimsolver.cpp.
Member Function Documentation
◆ interpolateAt()
Definition at line 67 of file fdm1dimsolver.cpp.
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◆ thetaAt()
◆ derivativeX()
◆ derivativeXX()
◆ performCalculations()
|
overrideprotectedvirtual |
This method must implement any calculations which must be (re)done in order to calculate the desired results.
Implements LazyObject.
Definition at line 54 of file fdm1dimsolver.cpp.
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Member Data Documentation
◆ solverDesc_
|
private |
Definition at line 54 of file fdm1dimsolver.hpp.
◆ schemeDesc_
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private |
Definition at line 55 of file fdm1dimsolver.hpp.
◆ op_
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private |
Definition at line 56 of file fdm1dimsolver.hpp.
◆ thetaCondition_
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private |
Definition at line 58 of file fdm1dimsolver.hpp.
◆ conditions_
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private |
Definition at line 59 of file fdm1dimsolver.hpp.
◆ x_
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private |
Definition at line 61 of file fdm1dimsolver.hpp.
◆ initialValues_
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private |
Definition at line 61 of file fdm1dimsolver.hpp.
◆ resultValues_
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mutableprivate |
Definition at line 62 of file fdm1dimsolver.hpp.
◆ interpolation_
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mutableprivate |
Definition at line 63 of file fdm1dimsolver.hpp.