QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <nthorderderivativeop.hpp>
Public Member Functions | |
NthOrderDerivativeOp (Size direction, Size order, Integer nPoints, const ext::shared_ptr< FdmMesher > &mesher) | |
array_type | apply (const array_type &r) const override |
SparseMatrix | toMatrix () const override |
Public Member Functions inherited from FdmLinearOp | |
virtual | ~FdmLinearOp ()=default |
virtual array_type | apply (const array_type &r) const =0 |
virtual SparseMatrix | toMatrix () const =0 |
Private Attributes | |
SparseMatrix | m_ |
Additional Inherited Members | |
Public Types inherited from FdmLinearOp | |
typedef Array | array_type |
Definition at line 32 of file nthorderderivativeop.hpp.
NthOrderDerivativeOp | ( | Size | direction, |
Size | order, | ||
Integer | nPoints, | ||
const ext::shared_ptr< FdmMesher > & | mesher | ||
) |
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overridevirtual |
Implements FdmLinearOp.
Definition at line 79 of file nthorderderivativeop.cpp.
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overridevirtual |
Implements FdmLinearOp.
Definition at line 84 of file nthorderderivativeop.cpp.
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private |
Definition at line 42 of file nthorderderivativeop.hpp.