ExplicitEulerScheme Class Reference

#include <ql/methods/finitedifferences/schemes/expliciteulerscheme.hpp>

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Public Types
typedef OperatorTraits< FdmLinearOp >	traits
typedef traits::operator_type	operator_type
typedef traits::array_type	array_type
typedef traits::bc_set	bc_set
typedef traits::condition_type	condition_type

Public Member Functions
	ExplicitEulerScheme (ext::shared_ptr< FdmLinearOpComposite > map, const bc_set &bcSet=bc_set())
void	step (array_type &a, Time t)
void	setStep (Time dt)

Protected Member Functions
void	step (array_type &a, Time t, Real theta)

Protected Attributes
Time	dt_
const ext::shared_ptr< FdmLinearOpComposite >	map_
const BoundaryConditionSchemeHelper	bcSet_

Friends
class	CrankNicolsonScheme

Detailed Description

Definition at line 35 of file expliciteulerscheme.hpp.

Member Typedef Documentation

traits

typedef OperatorTraits<FdmLinearOp> traits

Definition at line 38 of file expliciteulerscheme.hpp.

operator_type

typedef traits::operator_type operator_type

Definition at line 39 of file expliciteulerscheme.hpp.

array_type

typedef traits::array_type array_type

Definition at line 40 of file expliciteulerscheme.hpp.

bc_set

typedef traits::bc_set bc_set

Definition at line 41 of file expliciteulerscheme.hpp.

condition_type

typedef traits::condition_type condition_type

Definition at line 42 of file expliciteulerscheme.hpp.

Constructor & Destructor Documentation

ExplicitEulerScheme()

ExplicitEulerScheme ( ext::shared_ptr< FdmLinearOpComposite >  map, const bc_set &  bcSet = bc_set()  )

explicit

Definition at line 26 of file expliciteulerscheme.cpp.

Member Function Documentation

step() [1/2]

void step	(	array_type &	a,
		Time	t
	)

Definition at line 30 of file expliciteulerscheme.cpp.

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setStep()

void setStep

(

Time

dt

)

Definition at line 44 of file expliciteulerscheme.cpp.

step() [2/2]

void step ( array_type &  a, Time  t, Real  theta  )

protected

Definition at line 34 of file expliciteulerscheme.cpp.

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Friends And Related Function Documentation

CrankNicolsonScheme

friend class CrankNicolsonScheme

friend

Definition at line 52 of file expliciteulerscheme.hpp.

Member Data Documentation

dt_

Time dt_

protected

Definition at line 55 of file expliciteulerscheme.hpp.

map_

const ext::shared_ptr<FdmLinearOpComposite> map_

protected

Definition at line 56 of file expliciteulerscheme.hpp.

bcSet_

const BoundaryConditionSchemeHelper bcSet_

protected

Definition at line 57 of file expliciteulerscheme.hpp.