QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
This is the complete list of members for FdmDupire1dOp, including all inherited members.
apply(const Array &r) const override | FdmDupire1dOp | virtual |
apply_direction(Size direction, const Array &r) const override | FdmDupire1dOp | virtual |
apply_mixed(const Array &r) const override | FdmDupire1dOp | virtual |
array_type typedef | FdmLinearOp | |
FdmDupire1dOp(const ext::shared_ptr< FdmMesher > &mesher, const Array &localVolatility) | FdmDupire1dOp | |
localVolatility_ | FdmDupire1dOp | private |
mapT_ | FdmDupire1dOp | private |
mesher_ | FdmDupire1dOp | private |
preconditioner(const Array &r, Real s) const override | FdmDupire1dOp | virtual |
setTime(Time t1, Time t2) override | FdmDupire1dOp | virtual |
size() const override | FdmDupire1dOp | virtual |
solve_splitting(Size direction, const Array &r, Real s) const override | FdmDupire1dOp | virtual |
toMatrix() const override | FdmLinearOpComposite | virtual |
toMatrixDecomp() const override | FdmDupire1dOp | virtual |
~FdmLinearOp()=default | FdmLinearOp | virtual |