Generic finite difference model. More...
#include <ql/methods/finitedifferences/finitedifferencemodel.hpp>
Public Member Functions | |
FiniteDifferenceModel (const operator_type &L, const bc_set &bcs, const std::vector< Time > &stoppingTimes=std::vector< Time >()) | |
FiniteDifferenceModel (const Evolver &evolver, const std::vector< Time > &stoppingTimes=std::vector< Time >()) | |
const Evolver & | evolver () const |
void | rollback (array_type &a, Time from, Time to, Size steps) |
void | rollback (array_type &a, Time from, Time to, Size steps, const condition_type &condition) |
Generic finite difference model.
solves the problem between the given times.
from
must be a later time than to
.