QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
#include <firstderivativeop.hpp>
Additional Inherited Members | |
Public Types inherited from FdmLinearOp | |
typedef Array | array_type |
Protected Member Functions inherited from TripleBandLinearOp | |
TripleBandLinearOp ()=default | |
Protected Attributes inherited from TripleBandLinearOp | |
Size | direction_ |
std::unique_ptr< Size[]> | i0_ |
std::unique_ptr< Size[]> | i2_ |
std::unique_ptr< Size[]> | reverseIndex_ |
std::unique_ptr< Real[]> | lower_ |
std::unique_ptr< Real[]> | diag_ |
std::unique_ptr< Real[]> | upper_ |
ext::shared_ptr< FdmMesher > | mesher_ |
Definition at line 33 of file firstderivativeop.hpp.
FirstDerivativeOp | ( | Size | direction, |
const ext::shared_ptr< FdmMesher > & | mesher | ||
) |
Definition at line 28 of file firstderivativeop.cpp.