26#ifndef quantlib_implicit_euler_scheme_hpp
27#define quantlib_implicit_euler_scheme_hpp
29#include <ql/methods/finitedifferences/operatortraits.hpp>
30#include <ql/methods/finitedifferences/operators/fdmlinearopcomposite.hpp>
31#include <ql/methods/finitedifferences/schemes/boundaryconditionschemehelper.hpp>
66 const ext::shared_ptr<FdmLinearOpComposite>
map_;
1-D array used in linear algebra.
traits::operator_type operator_type
ext::shared_ptr< Size > iterations_
const SolverType solverType_
const BoundaryConditionSchemeHelper bcSet_
const ext::shared_ptr< FdmLinearOpComposite > map_
traits::condition_type condition_type
traits::array_type array_type
Array apply(const Array &r, Real theta) const
OperatorTraits< FdmLinearOp > traits
Size numberOfIterations() const
void step(array_type &a, Time t)
std::vector< ext::shared_ptr< bc_type > > bc_set
Operator::array_type array_type
condition to be applied at every time step
Real Time
continuous quantity with 1-year units
std::size_t Size
size of a container