QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | List of all members
StepConditionSet< array_type > Class Template Reference

Parallel evolver for multiple arrays. More...

#include <ql/methods/finitedifferences/parallelevolver.hpp>

Public Member Functions

void applyTo (std::vector< array_type > &a, Time t) const
 
void push_back (const itemType &a)
 

Detailed Description

template<typename array_type>
class QuantLib::StepConditionSet< array_type >

Parallel evolver for multiple arrays.