23#ifndef quantlib_fdm_1_dim_solver_hpp
24#define quantlib_fdm_1_dim_solver_hpp
35 class CubicInterpolation;
36 class FdmSnapshotCondition;
42 ext::shared_ptr<FdmLinearOpComposite> op);
56 const ext::shared_ptr<FdmLinearOpComposite>
op_;
1-D array used in linear algebra.
void performCalculations() const override
std::vector< Real > initialValues_
const ext::shared_ptr< FdmStepConditionComposite > conditions_
Real derivativeX(Real x) const
ext::shared_ptr< CubicInterpolation > interpolation_
const ext::shared_ptr< FdmSnapshotCondition > thetaCondition_
const FdmSolverDesc solverDesc_
Real thetaAt(Real x) const
Real derivativeXX(Real x) const
Real interpolateAt(Real x) const
const ext::shared_ptr< FdmLinearOpComposite > op_
const FdmSchemeDesc schemeDesc_
Framework for calculation on demand and result caching.
Globally accessible relinkable pointer.
framework for calculation on demand and result caching
matrix used in linear algebra.