PdeConstantCoeff< PdeClass > Class Template Reference

#include <ql/methods/finitedifferences/pde.hpp>

Inheritance diagram for PdeConstantCoeff< PdeClass >:

Collaboration diagram for PdeConstantCoeff< PdeClass >:

Public Member Functions
	PdeConstantCoeff (const typename PdeClass::argument_type &process, Time t, Real x)
Real	diffusion (Time, Real) const override
Real	drift (Time, Real) const override
Real	discount (Time, Real) const override
Public Member Functions inherited from PdeSecondOrderParabolic
virtual	~PdeSecondOrderParabolic ()=default
virtual Real	diffusion (Time t, Real x) const =0
virtual Real	drift (Time t, Real x) const =0
virtual Real	discount (Time t, Real x) const =0
virtual void	generateOperator (Time t, const TransformedGrid &tg, TridiagonalOperator &L) const

Private Attributes
Real	diffusion_
Real	drift_
Real	discount_

Detailed Description

template<class PdeClass>
class QuantLib::PdeConstantCoeff< PdeClass >

Definition at line 55 of file pde.hpp.

Constructor & Destructor Documentation

PdeConstantCoeff()

PdeConstantCoeff	(	const typename PdeClass::argument_type &	process,
		Time	t,
		Real	x
	)

Definition at line 57 of file pde.hpp.

Member Function Documentation

diffusion()

Real diffusion ( Time  , Real    ) const

overridevirtual

Implements PdeSecondOrderParabolic.

Definition at line 64 of file pde.hpp.

drift()

Real drift ( Time  , Real    ) const

overridevirtual

Implements PdeSecondOrderParabolic.

Definition at line 65 of file pde.hpp.

discount()

Real discount ( Time  , Real    ) const

overridevirtual

Implements PdeSecondOrderParabolic.

Definition at line 66 of file pde.hpp.

Member Data Documentation

diffusion_

Real diffusion_

private

Definition at line 69 of file pde.hpp.

drift_

Real drift_

private

Definition at line 70 of file pde.hpp.

discount_

Real discount_

private

Definition at line 71 of file pde.hpp.