QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
NthOrderDerivativeOp Class Reference

#include <nthorderderivativeop.hpp>

+ Inheritance diagram for NthOrderDerivativeOp:
+ Collaboration diagram for NthOrderDerivativeOp:

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
 

Detailed Description

Definition at line 32 of file nthorderderivativeop.hpp.

Constructor & Destructor Documentation

◆ NthOrderDerivativeOp()

NthOrderDerivativeOp ( Size  direction,
Size  order,
Integer  nPoints,
const ext::shared_ptr< FdmMesher > &  mesher 
)

Definition at line 32 of file nthorderderivativeop.cpp.

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Member Function Documentation

◆ apply()

NthOrderDerivativeOp::array_type apply ( const array_type r) const
overridevirtual

Implements FdmLinearOp.

Definition at line 79 of file nthorderderivativeop.cpp.

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◆ toMatrix()

SparseMatrix toMatrix ( ) const
overridevirtual

Implements FdmLinearOp.

Definition at line 84 of file nthorderderivativeop.cpp.

Member Data Documentation

◆ m_

SparseMatrix m_
private

Definition at line 42 of file nthorderderivativeop.hpp.