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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_implicit_euler.html">ImplicitEuler</a></div>
<h1>ImplicitEuler Class Template Reference<br>
<small>
[<a class="el" href="group__findiff.html">Finite-differences framework</a>]</small>
</h1><!-- doxytag: class="QuantLib::ImplicitEuler" --><!-- doxytag: inherits="QuantLib::MixedScheme" --><code>#include <ql/methods/finitedifferences/impliciteuler.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for ImplicitEuler:</div>
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<p><center><img src="class_quant_lib_1_1_implicit_euler__inherit__graph.png" border="0" usemap="#_implicit_euler__inherit__map" alt="Inheritance graph"></center>
<map name="_implicit_euler__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_mixed_scheme.html" title="Mixed (explicit/implicit) scheme for finite difference methods." alt="" coords="5,7,205,33"></map>
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<a href="class_quant_lib_1_1_implicit_euler-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
<h3>template<class Operator><br>
class QuantLib::ImplicitEuler< Operator ></h3>
Backward Euler scheme for finite difference methods.
<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" title="size of a container">Size</a> size();
<span class="comment">// modifiers</span>
<span class="keywordtype">void</span> setTime(<a class="code" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7" title="continuous quantity with 1-year units">Time</a> t);
<span class="comment">// operator interface</span>
array_type solveFor(<span class="keyword">const</span> array_type&);
<span class="keyword">static</span> Operator identity(<a class="code" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77" title="size of a container">Size</a> size);
<span class="comment">// operator algebra</span>
Operator operator*(<a class="code" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78" title="real number">Real</a>, <span class="keyword">const</span> Operator&);
Operator operator+(<span class="keyword">const</span> Operator&, <span class="keyword">const</span> Operator&);
</pre></div> <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::ImplicitEuler::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::ImplicitEuler::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::ImplicitEuler::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::ImplicitEuler::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::ImplicitEuler::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="9d3488329720367c427f836b019924cf"></a><!-- doxytag: member="QuantLib::ImplicitEuler::ImplicitEuler" ref="9d3488329720367c427f836b019924cf" args="(const operator_type &L, const bc_set &bcs)" -->
</td><td class="memItemRight" valign="bottom"><b>ImplicitEuler</b> (const operator_type &L, const bc_set &bcs)</td></tr>
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