- QuantLib
- FdmKlugeExtOUOp
apply(const Array &r) const (defined in FdmKlugeExtOUOp) | FdmKlugeExtOUOp | |
apply_direction(Size direction, const Array &r) const (defined in FdmKlugeExtOUOp) | FdmKlugeExtOUOp | |
apply_mixed(const Array &r) const (defined in FdmKlugeExtOUOp) | FdmKlugeExtOUOp | |
array_type typedef (defined in FdmLinearOp) | FdmLinearOp | |
FdmKlugeExtOUOp(const boost::shared_ptr< FdmMesher > &mesher, const boost::shared_ptr< KlugeExtOUProcess > &klugeOUProcess, const boost::shared_ptr< YieldTermStructure > &rTS, const FdmBoundaryConditionSet &bcSet, Size integroIntegrationOrder) (defined in FdmKlugeExtOUOp) | FdmKlugeExtOUOp | |
preconditioner(const Array &r, Real s) const (defined in FdmKlugeExtOUOp) | FdmKlugeExtOUOp | |
setTime(Time t1, Time t2) (defined in FdmKlugeExtOUOp) | FdmKlugeExtOUOp | |
size() const (defined in FdmKlugeExtOUOp) | FdmKlugeExtOUOp | |
solve_splitting(Size direction, const Array &r, Real s) const (defined in FdmKlugeExtOUOp) | FdmKlugeExtOUOp | |
~FdmLinearOp() (defined in FdmLinearOp) | FdmLinearOp | [virtual] |