ImplicitEuler Class Template Reference
[Finite-differences framework]
#include <ql/FiniteDifferences/impliciteuler.hpp>
Inheritance diagram for ImplicitEuler:

Detailed Description
template<class Operator>
class QuantLib::ImplicitEuler< Operator >
Backward Euler scheme for finite difference methods.
In this implementation, the passed operator must be derived from either TimeConstantOperator or TimeDependentOperator. Also, it must implement at least the following interface:
typedef ... array_type; // copy constructor/assignment // (these will be provided by the compiler if none is defined) Operator(const Operator&); Operator& operator=(const Operator&); // inspectors Size size(); // modifiers void setTime(Time t); // operator interface array_type solveFor(const array_type&); static Operator identity(Size size); // operator algebra Operator operator*(Real, const Operator&); Operator operator+(const Operator&, const Operator&);