QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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operatortraits.hpp
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
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
30namespace QuantLib {
31
32 template <class Operator>
34 public:
35 typedef Operator operator_type;
36 typedef typename Operator::array_type array_type;
38 typedef std::vector<ext::shared_ptr<bc_type> > bc_set;
40 };
41
42}
43
44
45#endif
46
Abstract boundary condition class for finite difference problems.
std::vector< ext::shared_ptr< bc_type > > bc_set
BoundaryCondition< operator_type > bc_type
Operator::array_type array_type
StepCondition< array_type > condition_type
condition to be applied at every time step
Definition: any.hpp:35