24#ifndef quantlib_method_of_lines_scheme_hpp
25#define quantlib_method_of_lines_scheme_hpp
45 ext::shared_ptr<FdmLinearOpComposite> map,
53 std::vector<Real>
apply(
Time,
const std::vector<Real>&)
const;
57 const ext::shared_ptr<FdmLinearOpComposite>
map_;
traits::operator_type operator_type
const BoundaryConditionSchemeHelper bcSet_
const ext::shared_ptr< FdmLinearOpComposite > map_
traits::condition_type condition_type
traits::array_type array_type
OperatorTraits< FdmLinearOp > traits
void step(array_type &a, Time t)
const Real relInitStepSize_
std::vector< Real > apply(Time, const std::vector< Real > &) const
std::vector< ext::shared_ptr< bc_type > > bc_set
Operator::array_type array_type
condition to be applied at every time step
composite pattern for linear operators
Real Time
continuous quantity with 1-year units
Differential operator traits.