QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
FdmKlugeExtOUOp Member List

This is the complete list of members for FdmKlugeExtOUOp, including all inherited members.

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
toMatrix() const (defined in FdmLinearOpComposite)FdmLinearOpComposite
toMatrixDecomp() const (defined in FdmKlugeExtOUOp)FdmKlugeExtOUOp
~FdmLinearOp() (defined in FdmLinearOp)FdmLinearOpvirtual