Fdm3DimSolver Class Reference

#include <ql/methods/finitedifferences/solvers/fdm3dimsolver.hpp>

Inheritance diagram for Fdm3DimSolver:

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Public Member Functions
	Fdm3DimSolver (const FdmSolverDesc &solverDesc, const FdmSchemeDesc &schemeDesc, ext::shared_ptr< FdmLinearOpComposite > op)
void	performCalculations () const override
Real	interpolateAt (Real x, Real y, Rate z) const
Real	thetaAt (Real x, Real y, Rate z) const
Public Member Functions inherited from LazyObject
	LazyObject ()
	~LazyObject () override=default
void	update () override
bool	isCalculated () const
void	forwardFirstNotificationOnly ()
void	alwaysForwardNotifications ()
void	recalculate ()
void	freeze ()
void	unfreeze ()
Public Member Functions inherited from Observable
	Observable ()
	Observable (const Observable &)
Observable &	operator= (const Observable &)
	Observable (Observable &&)=delete
Observable &	operator= (Observable &&)=delete
virtual	~Observable ()=default
void	notifyObservers ()
Public Member Functions inherited from Observer
	Observer ()=default
	Observer (const Observer &)
Observer &	operator= (const Observer &)
virtual	~Observer ()
std::pair< iterator, bool >	registerWith (const ext::shared_ptr< Observable > &)
void	registerWithObservables (const ext::shared_ptr< Observer > &)
Size	unregisterWith (const ext::shared_ptr< Observable > &)
void	unregisterWithAll ()
virtual void	update ()=0
virtual void	deepUpdate ()

Private Attributes
const FdmSolverDesc	solverDesc_
const FdmSchemeDesc	schemeDesc_
const ext::shared_ptr< FdmLinearOpComposite >	op_
const ext::shared_ptr< FdmSnapshotCondition >	thetaCondition_
const ext::shared_ptr< FdmStepConditionComposite >	conditions_
std::vector< Real >	x_
std::vector< Real >	y_
std::vector< Real >	z_
std::vector< Real >	initialValues_
std::vector< Matrix >	resultValues_
std::vector< ext::shared_ptr< BicubicSpline > >	interpolation_

Additional Inherited Members
Public Types inherited from Observer
typedef set_type::iterator	iterator
Protected Member Functions inherited from LazyObject
virtual void	calculate () const
Protected Attributes inherited from LazyObject
bool	calculated_ = false
bool	frozen_ = false
bool	alwaysForward_

Detailed Description

Definition at line 37 of file fdm3dimsolver.hpp.

Constructor & Destructor Documentation

Fdm3DimSolver()

Fdm3DimSolver	(	const FdmSolverDesc &	solverDesc,
		const FdmSchemeDesc &	schemeDesc,
		ext::shared_ptr< FdmLinearOpComposite >	op
	)

Definition at line 33 of file fdm3dimsolver.cpp.

Member Function Documentation

performCalculations()

void performCalculations ( ) const

overridevirtual

This method must implement any calculations which must be (re)done in order to calculate the desired results.

Implements LazyObject.

Definition at line 71 of file fdm3dimsolver.cpp.

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interpolateAt()

Real interpolateAt	(	Real	x,
		Real	y,
		Rate	z
	)		const

Definition at line 90 of file fdm3dimsolver.cpp.

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thetaAt()

Real thetaAt	(	Real	x,
		Real	y,
		Rate	z
	)		const

Definition at line 101 of file fdm3dimsolver.cpp.

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Member Data Documentation

solverDesc_

const FdmSolverDesc solverDesc_

private

Definition at line 49 of file fdm3dimsolver.hpp.

schemeDesc_

const FdmSchemeDesc schemeDesc_

private

Definition at line 50 of file fdm3dimsolver.hpp.

op_

const ext::shared_ptr<FdmLinearOpComposite> op_

private

Definition at line 51 of file fdm3dimsolver.hpp.

thetaCondition_

const ext::shared_ptr<FdmSnapshotCondition> thetaCondition_

private

Definition at line 53 of file fdm3dimsolver.hpp.

conditions_

const ext::shared_ptr<FdmStepConditionComposite> conditions_

private

Definition at line 54 of file fdm3dimsolver.hpp.

x_

std::vector<Real> x_

private

Definition at line 56 of file fdm3dimsolver.hpp.

y_

std::vector<Real> y_

private

Definition at line 56 of file fdm3dimsolver.hpp.

z_

std::vector<Real> z_

private

Definition at line 56 of file fdm3dimsolver.hpp.

initialValues_

std::vector<Real> initialValues_

private

Definition at line 56 of file fdm3dimsolver.hpp.

resultValues_

std::vector<Matrix> resultValues_

mutableprivate

Definition at line 57 of file fdm3dimsolver.hpp.

interpolation_

std::vector<ext::shared_ptr<BicubicSpline> > interpolation_

mutableprivate

Definition at line 58 of file fdm3dimsolver.hpp.