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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_finite_difference_model.html">FiniteDifferenceModel</a></div>
<h1>FiniteDifferenceModel Class Template Reference<br>
<small>
[<a class="el" href="group__findiff.html">Finite-differences framework</a>]</small>
</h1><!-- doxytag: class="QuantLib::FiniteDifferenceModel" --><code>#include <ql/methods/finitedifferences/finitedifferencemodel.hpp></code>
<p>
<p>
<a href="class_quant_lib_1_1_finite_difference_model-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
<h3>template<class Evolver><br>
class QuantLib::FiniteDifferenceModel< Evolver ></h3>
Generic finite difference model.
<p>
<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="f71a244fde04ad42aad6528bcdd3a58e"></a><!-- doxytag: member="QuantLib::FiniteDifferenceModel::traits" ref="f71a244fde04ad42aad6528bcdd3a58e" args="" -->
typedef Evolver::traits </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::FiniteDifferenceModel::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::FiniteDifferenceModel::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="7fb68e182d263712988c9b0afe1ad6a0"></a><!-- doxytag: member="QuantLib::FiniteDifferenceModel::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::FiniteDifferenceModel::condition_type" ref="9b68be7f0b8097f723468a930f604c39" args="" -->
typedef traits::condition_type </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="09774de668e962396945562d3dd77666"></a><!-- doxytag: member="QuantLib::FiniteDifferenceModel::FiniteDifferenceModel" ref="09774de668e962396945562d3dd77666" args="(const operator_type &L, const bc_set &bcs, const std::vector< Time > &stoppingTimes=std::vector< Time >())" -->
</td><td class="memItemRight" valign="bottom"><b>FiniteDifferenceModel</b> (const operator_type &L, const bc_set &bcs, const std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &stoppingTimes=std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> >())</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4e737d230d9084ebe057df0ba5b37175"></a><!-- doxytag: member="QuantLib::FiniteDifferenceModel::FiniteDifferenceModel" ref="4e737d230d9084ebe057df0ba5b37175" args="(const Evolver &evolver, const std::vector< Time > &stoppingTimes=std::vector< Time >())" -->
</td><td class="memItemRight" valign="bottom"><b>FiniteDifferenceModel</b> (const Evolver &evolver, const std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &stoppingTimes=std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> >())</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b07289afb96749cb9e3ac7ba843954"></a><!-- doxytag: member="QuantLib::FiniteDifferenceModel::evolver" ref="c4b07289afb96749cb9e3ac7ba843954" args="() const " -->
const Evolver & </td><td class="memItemRight" valign="bottom"><b>evolver</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_finite_difference_model.html#29eb8c23b64571be731ffa8f4df2590a">rollback</a> (array_type &a, <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> from, <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> to, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> steps)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_finite_difference_model.html#65ea4e753878a94e9daa438b1bd1cb75">rollback</a> (array_type &a, <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> from, <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> to, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> steps, const condition_type &condition)</td></tr>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="29eb8c23b64571be731ffa8f4df2590a"></a><!-- doxytag: member="QuantLib::FiniteDifferenceModel::rollback" ref="29eb8c23b64571be731ffa8f4df2590a" args="(array_type &a, Time from, Time to, Size steps)" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
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<td class="memname">void rollback </td>
<td>(</td>
<td class="paramtype">array_type & </td>
<td class="paramname"> <em>a</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td>
<td class="paramname"> <em>from</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td>
<td class="paramname"> <em>to</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> </td>
<td class="paramname"> <em>steps</em></td><td> </td>
</tr>
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<td></td>
<td>)</td>
<td></td><td></td><td width="100%"></td>
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<p>
solves the problem between the given times. <dl compact><dt><b><a class="el" href="caveats.html#_caveats000063">Warning:</a></b></dt><dd>being this a rollback, <code>from</code> must be a later time than <code>to</code>. </dd></dl>
</div>
</div><p>
<a class="anchor" name="65ea4e753878a94e9daa438b1bd1cb75"></a><!-- doxytag: member="QuantLib::FiniteDifferenceModel::rollback" ref="65ea4e753878a94e9daa438b1bd1cb75" args="(array_type &a, Time from, Time to, Size steps, const condition_type &condition)" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">void rollback </td>
<td>(</td>
<td class="paramtype">array_type & </td>
<td class="paramname"> <em>a</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td>
<td class="paramname"> <em>from</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td>
<td class="paramname"> <em>to</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> </td>
<td class="paramname"> <em>steps</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const condition_type & </td>
<td class="paramname"> <em>condition</em></td><td> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td><td width="100%"></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>
solves the problem between the given times, applying a condition at every step. <dl compact><dt><b><a class="el" href="caveats.html#_caveats000064">Warning:</a></b></dt><dd>being this a rollback, <code>from</code> must be a later time than <code>to</code>. </dd></dl>
</div>
</div><p>
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