QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for FdmSquareRootFwdOp, including all inherited members.
apply(const Array &r) const override | FdmSquareRootFwdOp | virtual |
apply_direction(Size direction, const Array &r) const override | FdmSquareRootFwdOp | virtual |
apply_mixed(const Array &r) const override | FdmSquareRootFwdOp | virtual |
array_type typedef | FdmLinearOp | |
direction_ | FdmSquareRootFwdOp | private |
f0Log() const | FdmSquareRootFwdOp | private |
f0Plain() const | FdmSquareRootFwdOp | private |
f0Power() const | FdmSquareRootFwdOp | private |
f1Log() const | FdmSquareRootFwdOp | private |
f1Plain() const | FdmSquareRootFwdOp | private |
f1Power() const | FdmSquareRootFwdOp | private |
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) const | FdmSquareRootFwdOp | private |
getCoeffLog(Real &alpha, Real &beta, Real &gamma, Size n) const | FdmSquareRootFwdOp | private |
getCoeffPlain(Real &alpha, Real &beta, Real &gamma, Size n) const | FdmSquareRootFwdOp | private |
getCoeffPower(Real &alpha, Real &beta, Real &gamma, Size n) const | FdmSquareRootFwdOp | private |
h(Size i) const | FdmSquareRootFwdOp | private |
kappa_ | FdmSquareRootFwdOp | private |
Log enum value | FdmSquareRootFwdOp | |
lowerBoundaryFactor(TransformationType type=Plain) const | FdmSquareRootFwdOp | |
mapX_ | FdmSquareRootFwdOp | private |
mu(Size i) const | FdmSquareRootFwdOp | private |
Plain enum value | FdmSquareRootFwdOp | |
Power enum value | FdmSquareRootFwdOp | |
preconditioner(const Array &r, Real s) const override | FdmSquareRootFwdOp | virtual |
setLowerBC(const ext::shared_ptr< FdmMesher > &mesher) | FdmSquareRootFwdOp | private |
setTime(Time t1, Time t2) override | FdmSquareRootFwdOp | virtual |
setUpperBC(const ext::shared_ptr< FdmMesher > &mesher) | FdmSquareRootFwdOp | private |
sigma_ | FdmSquareRootFwdOp | private |
size() const override | FdmSquareRootFwdOp | virtual |
solve_splitting(Size direction, const Array &r, Real s) const override | FdmSquareRootFwdOp | virtual |
theta_ | FdmSquareRootFwdOp | private |
toMatrix() const override | FdmLinearOpComposite | virtual |
toMatrixDecomp() const override | FdmSquareRootFwdOp | virtual |
transform_ | FdmSquareRootFwdOp | private |
TransformationType enum name | FdmSquareRootFwdOp | |
upperBoundaryFactor(TransformationType type=Plain) const | FdmSquareRootFwdOp | |
v(Size i) const | FdmSquareRootFwdOp | |
v_ | FdmSquareRootFwdOp | private |
zeta(Size i) const | FdmSquareRootFwdOp | private |
zetam(Size i) const | FdmSquareRootFwdOp | private |
zetap(Size i) const | FdmSquareRootFwdOp | private |
~FdmLinearOp()=default | FdmLinearOp | virtual |