QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Public Member Functions | List of all members
SecondOrderMixedDerivativeOp Class Reference

#include <secondordermixedderivativeop.hpp>

+ Inheritance diagram for SecondOrderMixedDerivativeOp:
+ Collaboration diagram for SecondOrderMixedDerivativeOp:

Public Member Functions

 SecondOrderMixedDerivativeOp (Size d0, Size d1, const ext::shared_ptr< FdmMesher > &mesher)
 
- Public Member Functions inherited from NinePointLinearOp
 NinePointLinearOp (Size d0, Size d1, const ext::shared_ptr< FdmMesher > &mesher)
 
 NinePointLinearOp (const NinePointLinearOp &m)
 
 NinePointLinearOp (NinePointLinearOp &&m) noexcept
 
NinePointLinearOpoperator= (const NinePointLinearOp &m)
 
NinePointLinearOpoperator= (NinePointLinearOp &&m) noexcept
 
 ~NinePointLinearOp () override=default
 
Array apply (const Array &r) const override
 
NinePointLinearOp mult (const Array &u) const
 
void swap (NinePointLinearOp &m) noexcept
 
SparseMatrix toMatrix () const override
 
- Public Member Functions inherited from FdmLinearOp
virtual ~FdmLinearOp ()=default
 
virtual array_type apply (const array_type &r) const =0
 
virtual SparseMatrix toMatrix () const =0
 

Additional Inherited Members

- Public Types inherited from FdmLinearOp
typedef Array array_type
 
- Protected Member Functions inherited from NinePointLinearOp
 NinePointLinearOp ()=default
 
- Protected Attributes inherited from NinePointLinearOp
Size d0_
 
Size d1_
 
std::unique_ptr< Size[]> i00_
 
std::unique_ptr< Size[]> i10_
 
std::unique_ptr< Size[]> i20_
 
std::unique_ptr< Size[]> i01_
 
std::unique_ptr< Size[]> i21_
 
std::unique_ptr< Size[]> i02_
 
std::unique_ptr< Size[]> i12_
 
std::unique_ptr< Size[]> i22_
 
std::unique_ptr< Real[]> a00_
 
std::unique_ptr< Real[]> a10_
 
std::unique_ptr< Real[]> a20_
 
std::unique_ptr< Real[]> a01_
 
std::unique_ptr< Real[]> a11_
 
std::unique_ptr< Real[]> a21_
 
std::unique_ptr< Real[]> a02_
 
std::unique_ptr< Real[]> a12_
 
std::unique_ptr< Real[]> a22_
 
ext::shared_ptr< FdmMeshermesher_
 

Detailed Description

Definition at line 33 of file secondordermixedderivativeop.hpp.

Constructor & Destructor Documentation

◆ SecondOrderMixedDerivativeOp()

SecondOrderMixedDerivativeOp ( Size  d0,
Size  d1,
const ext::shared_ptr< FdmMesher > &  mesher 
)

Definition at line 26 of file secondordermixedderivativeop.cpp.