FdmCIRRatesPart Class Reference

#include <ql/methods/finitedifferences/operators/fdmcirop.hpp>

Collaboration diagram for FdmCIRRatesPart:

Public Member Functions
	FdmCIRRatesPart (const ext::shared_ptr< FdmMesher > &mesher, Real sigma, Real kappa, Real theta)
void	setTime (Time t1, Time t2)
const TripleBandLinearOp &	getMap () const

Protected Attributes
const TripleBandLinearOp	dyMap_
TripleBandLinearOp	mapT_
const ext::shared_ptr< FdmMesher >	mesher_

Detailed Description

Definition at line 61 of file fdmcirop.hpp.

Constructor & Destructor Documentation

FdmCIRRatesPart()

FdmCIRRatesPart	(	const ext::shared_ptr< FdmMesher > &	mesher,
		Real	sigma,
		Real	kappa,
		Real	theta
	)

Definition at line 55 of file fdmcirop.cpp.

Member Function Documentation

setTime()

void setTime	(	Time	t1,
		Time	t2
	)

Definition at line 66 of file fdmcirop.cpp.

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getMap()

const TripleBandLinearOp & getMap

(

)

const

Definition at line 70 of file fdmcirop.cpp.

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Member Data Documentation

dyMap_

const TripleBandLinearOp dyMap_

protected

Definition at line 71 of file fdmcirop.hpp.

mapT_

TripleBandLinearOp mapT_

protected

Definition at line 72 of file fdmcirop.hpp.

mesher_

const ext::shared_ptr<FdmMesher> mesher_

protected

Definition at line 73 of file fdmcirop.hpp.