Loading [MathJax]/extensions/tex2jax.js
QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Toggle main menu visibility
Main Page
Related Pages
Modules
Namespaces
Namespace List
Namespace Members
All
_
a
b
c
d
e
f
g
h
i
j
l
m
n
o
p
q
r
s
t
u
v
w
y
z
Functions
_
a
b
c
d
e
f
g
h
i
l
m
n
o
p
q
r
s
t
u
v
w
y
Variables
a
b
c
d
e
f
i
l
m
n
p
r
s
t
Typedefs
b
c
d
e
f
g
h
i
l
m
n
p
r
s
t
v
y
z
Enumerations
Enumerator
a
b
c
d
e
f
g
h
j
l
m
n
o
p
q
s
t
u
w
y
Classes
Class List
Class Index
Class Hierarchy
Class Members
All
_
a
b
c
d
e
f
g
h
i
j
k
l
m
n
o
p
q
r
s
t
u
v
w
x
y
z
~
Functions
_
a
b
c
d
e
f
g
h
i
j
k
l
m
n
o
p
q
r
s
t
u
v
w
x
y
z
~
Variables
_
a
b
c
d
e
f
g
h
i
j
k
l
m
n
o
p
q
r
s
t
u
v
w
x
y
z
Typedefs
a
b
c
d
e
g
h
i
k
m
o
p
r
s
t
u
v
w
z
Enumerations
a
b
c
d
e
f
h
i
l
m
n
o
p
q
r
s
t
y
Enumerator
a
b
c
d
e
f
g
h
i
j
k
l
m
n
o
p
q
r
s
t
u
v
w
x
y
z
Related Functions
a
b
c
d
f
i
m
n
o
p
q
r
s
Files
File List
File Members
All
a
b
c
d
e
f
g
h
i
k
l
m
n
o
p
q
r
s
t
v
w
x
y
z
Variables
a
b
c
d
e
f
g
h
i
k
l
m
n
o
p
q
r
s
t
v
w
x
y
z
Macros
b
d
i
m
n
p
q
s
Examples
•
All
Classes
Namespaces
Files
Functions
Variables
Typedefs
Enumerations
Enumerator
Friends
Macros
Modules
Pages
Loading...
Searching...
No Matches
ql
methods
finitedifferences
operatortraits.hpp
Go to the documentation of this file.
1
/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
/*
3
Copyright (C) 2005 Joseph Wang
4
5
This file is part of QuantLib, a free-software/open-source library
6
for financial quantitative analysts and developers - http://quantlib.org/
7
8
QuantLib is free software: you can redistribute it and/or modify it
9
under the terms of the QuantLib license. You should have received a
10
copy of the license along with this program; if not, please email
11
<quantlib-dev@lists.sf.net>. The license is also available online at
12
<http://quantlib.org/license.shtml>.
13
14
This program is distributed in the hope that it will be useful, but WITHOUT
15
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
16
FOR A PARTICULAR PURPOSE. See the license for more details.
17
*/
18
19
/*! \file operatortraits.hpp
20
\brief Differential operator traits
21
*/
22
23
#ifndef quantlib_operator_traits_hpp
24
#define quantlib_operator_traits_hpp
25
26
#include <
ql/methods/finitedifferences/boundarycondition.hpp
>
27
#include <
ql/methods/finitedifferences/stepcondition.hpp
>
28
#include <vector>
29
30
namespace
QuantLib
{
31
32
template
<
class
Operator>
33
class
OperatorTraits
{
34
public
:
35
typedef
Operator
operator_type
;
36
typedef
typename
Operator::array_type
array_type
;
37
typedef
BoundaryCondition<operator_type>
bc_type
;
38
typedef
std::vector<ext::shared_ptr<bc_type> >
bc_set
;
39
typedef
StepCondition<array_type>
condition_type
;
40
};
41
42
}
43
44
45
#endif
46
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
Generated by
Doxygen
1.9.5