QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
methods
finitedifferences
operatortraits.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2005 Joseph Wang
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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/*! \file operatortraits.hpp
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\brief Differential operator traits
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*/
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#ifndef quantlib_operator_traits_hpp
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#define quantlib_operator_traits_hpp
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#include <
ql/methods/finitedifferences/boundarycondition.hpp
>
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#include <
ql/methods/finitedifferences/stepcondition.hpp
>
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#include <vector>
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namespace
QuantLib
{
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template
<
class
Operator>
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class
OperatorTraits
{
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public
:
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typedef
Operator
operator_type
;
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typedef
typename
Operator::array_type
array_type
;
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typedef
BoundaryCondition<operator_type>
bc_type
;
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typedef
std::vector<ext::shared_ptr<bc_type> >
bc_set
;
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typedef
StepCondition<array_type>
condition_type
;
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};
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}
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#endif
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boundarycondition.hpp
boundary conditions for differential operators
QuantLib::BoundaryCondition
Abstract boundary condition class for finite difference problems.
Definition:
boundarycondition.hpp:35
QuantLib::OperatorTraits
Definition:
operatortraits.hpp:33
QuantLib::OperatorTraits::operator_type
Operator operator_type
Definition:
operatortraits.hpp:35
QuantLib::OperatorTraits::bc_set
std::vector< ext::shared_ptr< bc_type > > bc_set
Definition:
operatortraits.hpp:38
QuantLib::OperatorTraits::bc_type
BoundaryCondition< operator_type > bc_type
Definition:
operatortraits.hpp:37
QuantLib::OperatorTraits::array_type
Operator::array_type array_type
Definition:
operatortraits.hpp:36
QuantLib::OperatorTraits::condition_type
StepCondition< array_type > condition_type
Definition:
operatortraits.hpp:39
QuantLib::StepCondition
condition to be applied at every time step
Definition:
stepcondition.hpp:35
QuantLib
Definition:
any.hpp:35
stepcondition.hpp
conditions to be applied at every time step
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