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<title>QuantLib: MixedScheme Class Template Reference</title>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_mixed_scheme.html">MixedScheme</a></div>
<h1>MixedScheme Class Template Reference<br>
<small>
[<a class="el" href="group__findiff.html">Finite-differences framework</a>]</small>
</h1><!-- doxytag: class="QuantLib::MixedScheme" --><code>#include <ql/methods/finitedifferences/mixedscheme.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for MixedScheme:</div>
<div class="dynsection">
<p><center><img src="class_quant_lib_1_1_mixed_scheme__inherit__graph.png" border="0" usemap="#_mixed_scheme__inherit__map" alt="Inheritance graph"></center>
<map name="_mixed_scheme__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_crank_nicolson.html" title="Crank-Nicolson scheme for finite difference methods." alt="" coords="5,84,205,111"><area shape="rect" href="class_quant_lib_1_1_explicit_euler.html" title="Forward Euler scheme for finite difference methods" alt="" coords="229,84,416,111"><area shape="rect" href="class_quant_lib_1_1_implicit_euler.html" title="Backward Euler scheme for finite difference methods." alt="" coords="440,84,627,111"></map>
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<p>
<a href="class_quant_lib_1_1_mixed_scheme-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
<h3>template<class Operator><br>
class QuantLib::MixedScheme< Operator ></h3>
Mixed (explicit/implicit) 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 applyTo(<span class="keyword">const</span> array_type&);
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&);
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="caveats.html#_caveats000065">Warning:</a></b></dt><dd>The differential operator must be linear for this evolver to work.</dd></dl>
<dl compact><dt><b><a class="el" href="todo.html#_todo000033">Possible enhancements:</a></b></dt><dd><ul>
<li>derive variable theta schemes</li><li>introduce multi time-level schemes.</li></ul>
</dd></dl>
<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::MixedScheme::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::MixedScheme::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::MixedScheme::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::MixedScheme::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::MixedScheme::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="342497546b70b2f83e90a83be8fd5a45"></a><!-- doxytag: member="QuantLib::MixedScheme::MixedScheme" ref="342497546b70b2f83e90a83be8fd5a45" args="(const operator_type &L, Real theta, const bc_set &bcs)" -->
</td><td class="memItemRight" valign="bottom"><b>MixedScheme</b> (const operator_type &L, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> theta, const bc_set &bcs)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e31015dcf2ddc4f248be2533b0bbbd95"></a><!-- doxytag: member="QuantLib::MixedScheme::step" ref="e31015dcf2ddc4f248be2533b0bbbd95" args="(array_type &a, Time t)" -->
void </td><td class="memItemRight" valign="bottom"><b>step</b> (array_type &a, <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c6bf7e1e335626aa6f4e7a46f361b50"></a><!-- doxytag: member="QuantLib::MixedScheme::setStep" ref="7c6bf7e1e335626aa6f4e7a46f361b50" args="(Time dt)" -->
void </td><td class="memItemRight" valign="bottom"><b>setStep</b> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> dt)</td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7ec7f35b9cfc993cd78e13c84ee80f5c"></a><!-- doxytag: member="QuantLib::MixedScheme::L_" ref="7ec7f35b9cfc993cd78e13c84ee80f5c" args="" -->
operator_type </td><td class="memItemRight" valign="bottom"><b>L_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9345bcefe07d2a311bb4580cf6844223"></a><!-- doxytag: member="QuantLib::MixedScheme::I_" ref="9345bcefe07d2a311bb4580cf6844223" args="" -->
operator_type </td><td class="memItemRight" valign="bottom"><b>I_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2dd5907ac54bce1439847d0204c7ca55"></a><!-- doxytag: member="QuantLib::MixedScheme::explicitPart_" ref="2dd5907ac54bce1439847d0204c7ca55" args="" -->
operator_type </td><td class="memItemRight" valign="bottom"><b>explicitPart_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="70be7cca17d458911d7cb37ac568fa80"></a><!-- doxytag: member="QuantLib::MixedScheme::implicitPart_" ref="70be7cca17d458911d7cb37ac568fa80" args="" -->
operator_type </td><td class="memItemRight" valign="bottom"><b>implicitPart_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6be603d8547f31e72817d2aaf219e325"></a><!-- doxytag: member="QuantLib::MixedScheme::dt_" ref="6be603d8547f31e72817d2aaf219e325" args="" -->
<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>dt_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5ca0ebc8ec96d11c5542cd549f01db16"></a><!-- doxytag: member="QuantLib::MixedScheme::theta_" ref="5ca0ebc8ec96d11c5542cd549f01db16" args="" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>theta_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bb48456777566e37b094bb898bafc1a7"></a><!-- doxytag: member="QuantLib::MixedScheme::bcs_" ref="bb48456777566e37b094bb898bafc1a7" args="" -->
bc_set </td><td class="memItemRight" valign="bottom"><b>bcs_</b></td></tr>
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