QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
ImplicitEulerScheme
ImplicitEulerScheme Member List
This is the complete list of members for
ImplicitEulerScheme
, including all inherited members.
apply
(const Array &r, Real theta) const
ImplicitEulerScheme
protected
array_type
typedef
ImplicitEulerScheme
bc_set
typedef
ImplicitEulerScheme
bcSet_
ImplicitEulerScheme
protected
BiCGstab
enum value
ImplicitEulerScheme
condition_type
typedef
ImplicitEulerScheme
CrankNicolsonScheme
ImplicitEulerScheme
friend
dt_
ImplicitEulerScheme
protected
GMRES
enum value
ImplicitEulerScheme
ImplicitEulerScheme
(ext::shared_ptr< FdmLinearOpComposite > map, const bc_set &bcSet=bc_set(), Real relTol=1e-8, SolverType solverType=BiCGstab)
ImplicitEulerScheme
explicit
iterations_
ImplicitEulerScheme
protected
map_
ImplicitEulerScheme
protected
numberOfIterations
() const
ImplicitEulerScheme
operator_type
typedef
ImplicitEulerScheme
relTol_
ImplicitEulerScheme
protected
setStep
(Time dt)
ImplicitEulerScheme
SolverType
enum name
ImplicitEulerScheme
solverType_
ImplicitEulerScheme
protected
step
(array_type &a, Time t)
ImplicitEulerScheme
step
(array_type &a, Time t, Real theta)
ImplicitEulerScheme
protected
traits
typedef
ImplicitEulerScheme
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