QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
#include <fdm3dimsolver.hpp>
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_ |
Definition at line 37 of file fdm3dimsolver.hpp.
Fdm3DimSolver | ( | const FdmSolverDesc & | solverDesc, |
const FdmSchemeDesc & | schemeDesc, | ||
ext::shared_ptr< FdmLinearOpComposite > | op | ||
) |
Definition at line 33 of file fdm3dimsolver.cpp.
|
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.
Definition at line 90 of file fdm3dimsolver.cpp.
|
private |
Definition at line 49 of file fdm3dimsolver.hpp.
|
private |
Definition at line 50 of file fdm3dimsolver.hpp.
|
private |
Definition at line 51 of file fdm3dimsolver.hpp.
|
private |
Definition at line 53 of file fdm3dimsolver.hpp.
|
private |
Definition at line 54 of file fdm3dimsolver.hpp.
|
private |
Definition at line 56 of file fdm3dimsolver.hpp.
|
private |
Definition at line 56 of file fdm3dimsolver.hpp.
|
private |
Definition at line 56 of file fdm3dimsolver.hpp.
|
private |
Definition at line 56 of file fdm3dimsolver.hpp.
|
mutableprivate |
Definition at line 57 of file fdm3dimsolver.hpp.
|
mutableprivate |
Definition at line 58 of file fdm3dimsolver.hpp.