Forward Euler scheme for finite difference methods More...
#include <ql/methods/finitedifferences/expliciteuler.hpp>
Public Types | |
typedef OperatorTraits< Operator > | traits |
typedef traits::operator_type | operator_type |
typedef traits::array_type | array_type |
typedef traits::bc_type | bc_type |
typedef traits::bc_set | bc_set |
typedef traits::condition_type | condition_type |
![]() | |
typedef OperatorTraits< Operator > | traits |
typedef traits::operator_type | operator_type |
typedef traits::array_type | array_type |
typedef traits::bc_set | bc_set |
typedef traits::condition_type | condition_type |
Public Member Functions | |
ExplicitEuler (const operator_type &L, const std::vector< ext::shared_ptr< bc_type > > &bcs) | |
![]() | |
MixedScheme (const operator_type &L, Real theta, const bc_set &bcs) | |
void | step (array_type &a, Time t) |
void | setStep (Time dt) |
Additional Inherited Members | |
![]() | |
operator_type | L_ |
operator_type | I_ |
operator_type | explicitPart_ |
operator_type | implicitPart_ |
Time | dt_ |
Real | theta_ |
bc_set | bcs_ |
Forward Euler scheme for finite difference methods
See sect. Finite-differences framework for details on the method.
In this implementation, the passed operator must be derived from either TimeConstantOperator or TimeDependentOperator. Also, it must implement at least the following interface: