FdmNdimSolver< N > Class Template Reference

#include <ql/methods/finitedifferences/solvers/fdmndimsolver.hpp>

Inheritance diagram for FdmNdimSolver< N >:

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Public Types
typedef MultiCubicSpline< N >::data_table	data_table
Public Types inherited from Observer
typedef set_type::iterator	iterator

Public Member Functions
	FdmNdimSolver (const FdmSolverDesc &solverDesc, const FdmSchemeDesc &schemeDesc, ext::shared_ptr< FdmLinearOpComposite > op)
void	performCalculations () const override
Real	interpolateAt (const std::vector< Real > &x) const
Real	thetaAt (const std::vector< Real > &x) const
void	setValue (data_table &f, const std::vector< Size > &x, Real value)
Public Member Functions inherited from LazyObject
	LazyObject ()
	~LazyObject () override=default
void	update () override
bool	isCalculated () const
void	forwardFirstNotificationOnly ()
void	alwaysForwardNotifications ()
void	recalculate ()
void	freeze ()
void	unfreeze ()
Public Member Functions inherited from Observable
	Observable ()
	Observable (const Observable &)
Observable &	operator= (const Observable &)
	Observable (Observable &&)=delete
Observable &	operator= (Observable &&)=delete
virtual	~Observable ()=default
void	notifyObservers ()
Public Member Functions inherited from Observer
	Observer ()=default
	Observer (const Observer &)
Observer &	operator= (const Observer &)
virtual	~Observer ()
std::pair< iterator, bool >	registerWith (const ext::shared_ptr< Observable > &)
void	registerWithObservables (const ext::shared_ptr< Observer > &)
Size	unregisterWith (const ext::shared_ptr< Observable > &)
void	unregisterWithAll ()
virtual void	update ()=0
virtual void	deepUpdate ()

Static Public Member Functions
static void	setValue (data_table &f, const std::vector< Size > &x, Real value)

Private Attributes
const FdmSolverDesc	solverDesc_
const FdmSchemeDesc	schemeDesc_
const ext::shared_ptr< FdmLinearOpComposite >	op_
const ext::shared_ptr< FdmSnapshotCondition >	thetaCondition_
const ext::shared_ptr< FdmStepConditionComposite >	conditions_
std::vector< std::vector< Real > >	x_
std::vector< Real >	initialValues_
const std::vector< bool >	extrapolation_
ext::shared_ptr< data_table >	f_
ext::shared_ptr< MultiCubicSpline< N > >	interp_

Additional Inherited Members
Protected Member Functions inherited from LazyObject
virtual void	calculate () const
Protected Attributes inherited from LazyObject
bool	calculated_ = false
bool	frozen_ = false
bool	alwaysForward_

Detailed Description

template<Size N>
class QuantLib::FdmNdimSolver< N >

Definition at line 42 of file fdmndimsolver.hpp.

Member Typedef Documentation

data_table

typedef MultiCubicSpline<N>::data_table data_table

Definition at line 54 of file fdmndimsolver.hpp.

Constructor & Destructor Documentation

FdmNdimSolver()

FdmNdimSolver	(	const FdmSolverDesc &	solverDesc,
		const FdmSchemeDesc &	schemeDesc,
		ext::shared_ptr< FdmLinearOpComposite >	op
	)

Definition at line 76 of file fdmndimsolver.hpp.

Member Function Documentation

performCalculations()

void performCalculations ( ) const

overridevirtual

This method must implement any calculations which must be (re)done in order to calculate the desired results.

Implements LazyObject.

Definition at line 114 of file fdmndimsolver.hpp.

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interpolateAt()

Real interpolateAt

(

const std::vector< Real > &

x

)

const

Definition at line 150 of file fdmndimsolver.hpp.

thetaAt()

Real thetaAt

(

const std::vector< Real > &

x

)

const

Definition at line 132 of file fdmndimsolver.hpp.

setValue() [1/2]

void setValue ( data_table &  f, const std::vector< Size > &  x, Real  value  )

static

Definition at line 157 of file fdmndimsolver.hpp.

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setValue() [2/2]

void setValue	(	data_table &	f,
		const std::vector< Size > &	x,
		Real	value
	)

Definition at line 163 of file fdmndimsolver.hpp.

Member Data Documentation

solverDesc_

const FdmSolverDesc solverDesc_

private

Definition at line 59 of file fdmndimsolver.hpp.

schemeDesc_

const FdmSchemeDesc schemeDesc_

private

Definition at line 60 of file fdmndimsolver.hpp.

op_

const ext::shared_ptr<FdmLinearOpComposite> op_

private

Definition at line 61 of file fdmndimsolver.hpp.

thetaCondition_

const ext::shared_ptr<FdmSnapshotCondition> thetaCondition_

private

Definition at line 63 of file fdmndimsolver.hpp.

conditions_

const ext::shared_ptr<FdmStepConditionComposite> conditions_

private

Definition at line 64 of file fdmndimsolver.hpp.

x_

std::vector<std::vector<Real> > x_

private

Definition at line 66 of file fdmndimsolver.hpp.

initialValues_

std::vector<Real> initialValues_

private

Definition at line 67 of file fdmndimsolver.hpp.

extrapolation_

const std::vector<bool> extrapolation_

private

Definition at line 68 of file fdmndimsolver.hpp.

f_

ext::shared_ptr<data_table> f_

mutableprivate

Definition at line 70 of file fdmndimsolver.hpp.

interp_

ext::shared_ptr<MultiCubicSpline<N> > interp_

mutableprivate

Definition at line 71 of file fdmndimsolver.hpp.