QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <secondordermixedderivativeop.hpp>
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 | |
NinePointLinearOp & | operator= (const NinePointLinearOp &m) |
NinePointLinearOp & | operator= (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< FdmMesher > | mesher_ |
Definition at line 33 of file secondordermixedderivativeop.hpp.
SecondOrderMixedDerivativeOp | ( | Size | d0, |
Size | d1, | ||
const ext::shared_ptr< FdmMesher > & | mesher | ||
) |
Definition at line 26 of file secondordermixedderivativeop.cpp.