QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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