Loading [MathJax]/extensions/tex2jax.js
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Modules Pages
FdmSquareRootFwdOp Member List

This is the complete list of members for FdmSquareRootFwdOp, including all inherited members.

apply(const Array &r) const overrideFdmSquareRootFwdOpvirtual
apply_direction(Size direction, const Array &r) const overrideFdmSquareRootFwdOpvirtual
apply_mixed(const Array &r) const overrideFdmSquareRootFwdOpvirtual
array_type typedefFdmLinearOp
direction_FdmSquareRootFwdOpprivate
f0Log() constFdmSquareRootFwdOpprivate
f0Plain() constFdmSquareRootFwdOpprivate
f0Power() constFdmSquareRootFwdOpprivate
f1Log() constFdmSquareRootFwdOpprivate
f1Plain() constFdmSquareRootFwdOpprivate
f1Power() constFdmSquareRootFwdOpprivate
FdmSquareRootFwdOp(const ext::shared_ptr< FdmMesher > &mesher, Real kappa, Real theta, Real sigma, Size direction, TransformationType type=Plain)FdmSquareRootFwdOp
getCoeff(Real &alpha, Real &beta, Real &gamma, Size n) constFdmSquareRootFwdOpprivate
getCoeffLog(Real &alpha, Real &beta, Real &gamma, Size n) constFdmSquareRootFwdOpprivate
getCoeffPlain(Real &alpha, Real &beta, Real &gamma, Size n) constFdmSquareRootFwdOpprivate
getCoeffPower(Real &alpha, Real &beta, Real &gamma, Size n) constFdmSquareRootFwdOpprivate
h(Size i) constFdmSquareRootFwdOpprivate
kappa_FdmSquareRootFwdOpprivate
Log enum valueFdmSquareRootFwdOp
lowerBoundaryFactor(TransformationType type=Plain) constFdmSquareRootFwdOp
mapX_FdmSquareRootFwdOpprivate
mu(Size i) constFdmSquareRootFwdOpprivate
Plain enum valueFdmSquareRootFwdOp
Power enum valueFdmSquareRootFwdOp
preconditioner(const Array &r, Real s) const overrideFdmSquareRootFwdOpvirtual
setLowerBC(const ext::shared_ptr< FdmMesher > &mesher)FdmSquareRootFwdOpprivate
setTime(Time t1, Time t2) overrideFdmSquareRootFwdOpvirtual
setUpperBC(const ext::shared_ptr< FdmMesher > &mesher)FdmSquareRootFwdOpprivate
sigma_FdmSquareRootFwdOpprivate
size() const overrideFdmSquareRootFwdOpvirtual
solve_splitting(Size direction, const Array &r, Real s) const overrideFdmSquareRootFwdOpvirtual
theta_FdmSquareRootFwdOpprivate
toMatrix() const overrideFdmLinearOpCompositevirtual
toMatrixDecomp() const overrideFdmSquareRootFwdOpvirtual
transform_FdmSquareRootFwdOpprivate
TransformationType enum nameFdmSquareRootFwdOp
upperBoundaryFactor(TransformationType type=Plain) constFdmSquareRootFwdOp
v(Size i) constFdmSquareRootFwdOp
v_FdmSquareRootFwdOpprivate
zeta(Size i) constFdmSquareRootFwdOpprivate
zetam(Size i) constFdmSquareRootFwdOpprivate
zetap(Size i) constFdmSquareRootFwdOpprivate
~FdmLinearOp()=defaultFdmLinearOpvirtual