ql/methods/finitedifferences/tridiagonaloperator.hpp File Reference
Detailed Description
tridiagonal operator
#include <ql/math/array.hpp>
#include <boost/shared_ptr.hpp>
Include dependency graph for tridiagonaloperator.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | TridiagonalOperator |
Base implementation for tridiagonal operator. More... | |
class | TridiagonalOperator::TimeSetter |
encapsulation of time-setting logic More... | |
Functions | |
void | swap (TridiagonalOperator &, TridiagonalOperator &) |
Disposable< TridiagonalOperator > | operator+ (const TridiagonalOperator &D) |
Disposable< TridiagonalOperator > | operator- (const TridiagonalOperator &D) |
Disposable< TridiagonalOperator > | operator+ (const TridiagonalOperator &D1, const TridiagonalOperator &D2) |
Disposable< TridiagonalOperator > | operator- (const TridiagonalOperator &D1, const TridiagonalOperator &D2) |
Disposable< TridiagonalOperator > | operator * (Real a, const TridiagonalOperator &D) |
Disposable< TridiagonalOperator > | operator * (const TridiagonalOperator &D, Real a) |
Disposable< TridiagonalOperator > | operator/ (const TridiagonalOperator &D, Real a) |