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<title>QuantLib: ExplicitEuler Class Template Reference</title>
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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_explicit_euler.html">ExplicitEuler</a></div>
<h1>ExplicitEuler Class Template Reference<br>
<small>
[<a class="el" href="group__findiff.html">Finite-differences framework</a>]</small>
</h1><!-- doxytag: class="QuantLib::ExplicitEuler" --><!-- doxytag: inherits="QuantLib::MixedScheme" --><code>#include <ql/FiniteDifferences/expliciteuler.hpp></code>
<p>
Inheritance diagram for ExplicitEuler:<p><center><img src="class_quant_lib_1_1_explicit_euler__inherit__graph.png" border="0" usemap="#_explicit_euler__inherit__map" alt="Inheritance graph"></center>
<map name="_explicit_euler__inherit__map">
<area href="class_quant_lib_1_1_mixed_scheme.html" shape="rect" coords="6,7,214,31" alt="">
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_explicit_euler-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
<h3>template<class Operator><br>
class QuantLib::ExplicitEuler< Operator ></h3>
<a class="el" href="class_quant_lib_1_1_forward.html">Forward</a> Euler scheme for finite difference methods.
<p>
See sect. <a class="el" href="group__findiff.html">Finite-differences framework</a> for details on the method.<p>
In this implementation, the passed operator must be derived from either TimeConstantOperator or TimeDependentOperator. Also, it must implement at least the following interface:<p>
<div class="fragment"><pre class="fragment"> <span class="keyword">typedef</span> ... array_type;
<span class="comment">// copy constructor/assignment</span>
<span class="comment">// (these will be provided by the compiler if none is defined)</span>
Operator(<span class="keyword">const</span> Operator&);
Operator& operator=(<span class="keyword">const</span> Operator&);
<span class="comment">// inspectors</span>
<a class="code" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> size();
<span class="comment">// modifiers</span>
<span class="keywordtype">void</span> setTime(<a class="code" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t);
<span class="comment">// operator interface</span>
array_type applyTo(<span class="keyword">const</span> array_type&);
<span class="keyword">static</span> Operator identity(<a class="code" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> size);
<span class="comment">// operator algebra</span>
Operator operator*(<a class="code" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <span class="keyword">const</span> Operator&);
Operator operator-(<span class="keyword">const</span> Operator&, <span class="keyword">const</span> Operator&);
</pre></div><p>
<dl compact><dt><b><a class="el" href="todo.html#_todo000012">Todo:</a></b></dt><dd>add Richardson extrapolation</dd></dl>
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<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Types</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b85b62c5cc90bded0075d322e91fd993"></a><!-- doxytag: member="QuantLib::ExplicitEuler::traits" ref="b85b62c5cc90bded0075d322e91fd993" args="" -->
typedef OperatorTraits< Operator > </td><td class="memItemRight" valign="bottom"><b>traits</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="02ede700df8d04acf392294f6ab090c4"></a><!-- doxytag: member="QuantLib::ExplicitEuler::operator_type" ref="02ede700df8d04acf392294f6ab090c4" args="" -->
typedef traits::operator_type </td><td class="memItemRight" valign="bottom"><b>operator_type</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c07e755f1412353806d561469c9ad49f"></a><!-- doxytag: member="QuantLib::ExplicitEuler::array_type" ref="c07e755f1412353806d561469c9ad49f" args="" -->
typedef traits::array_type </td><td class="memItemRight" valign="bottom"><b>array_type</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5ef2ff2e57a5eb84f1e124859bac8d74"></a><!-- doxytag: member="QuantLib::ExplicitEuler::bc_type" ref="5ef2ff2e57a5eb84f1e124859bac8d74" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_boundary_condition.html">traits::bc_type</a> </td><td class="memItemRight" valign="bottom"><b>bc_type</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7fb68e182d263712988c9b0afe1ad6a0"></a><!-- doxytag: member="QuantLib::ExplicitEuler::bc_set" ref="7fb68e182d263712988c9b0afe1ad6a0" args="" -->
typedef traits::bc_set </td><td class="memItemRight" valign="bottom"><b>bc_set</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9b68be7f0b8097f723468a930f604c39"></a><!-- doxytag: member="QuantLib::ExplicitEuler::condition_type" ref="9b68be7f0b8097f723468a930f604c39" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_step_condition.html">traits::condition_type</a> </td><td class="memItemRight" valign="bottom"><b>condition_type</b></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e8554f66409add3f74084a628d27424b"></a><!-- doxytag: member="QuantLib::ExplicitEuler::ExplicitEuler" ref="e8554f66409add3f74084a628d27424b" args="(const operator_type &L, const std::vector< boost::shared_ptr< bc_type > > &bcs)" -->
</td><td class="memItemRight" valign="bottom"><b>ExplicitEuler</b> (const operator_type &L, const std::vector< boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_boundary_condition.html">bc_type</a> > > &bcs)</td></tr>
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