1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>QuantLib: ql/methods/finitedifferences/tridiagonaloperator.hpp File Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="212" height="47" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 0.9.0</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="overview.html">Project overview</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.5.4 -->
<h1>ql/methods/finitedifferences/tridiagonaloperator.hpp File Reference</h1><hr><a name="_details"></a><h2>Detailed Description</h2>
tridiagonal operator
<p>
<p>
<code>#include <<a class="el" href="array_8hpp.html">ql/math/array.hpp</a>></code><br>
<code>#include <boost/shared_ptr.hpp></code><br>
<p>
<div class="dynheader">
Include dependency graph for tridiagonaloperator.hpp:</div>
<div class="dynsection">
<p><center><img src="tridiagonaloperator_8hpp__incl.png" border="0" usemap="#ql/methods/finitedifferences/tridiagonaloperator.hpp_map" alt=""></center>
<map name="ql/methods/finitedifferences/tridiagonaloperator.hpp_map">
<area shape="rect" href="array_8hpp.html" title="1-D array used in linear algebra." alt="" coords="29,84,165,111"></map>
</div>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Namespaces</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">namespace </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html">QuantLib</a></td></tr>
<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Base implementation for tridiagonal operator. <a href="class_quant_lib_1_1_tridiagonal_operator.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tridiagonal_operator_1_1_time_setter.html">TridiagonalOperator::TimeSetter</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">encapsulation of time-setting logic <a href="class_quant_lib_1_1_tridiagonal_operator_1_1_time_setter.html#_details">More...</a><br></td></tr>
<tr><td colspan="2"><br><h2>Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ac7bd2e64e70b6c01edb411256cef4e1"></a><!-- doxytag: member="tridiagonaloperator.hpp::swap" ref="ac7bd2e64e70b6c01edb411256cef4e1" args="(TridiagonalOperator &, TridiagonalOperator &)" -->
void </td><td class="memItemRight" valign="bottom"><b>swap</b> (TridiagonalOperator &, TridiagonalOperator &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="df217b009df4a448e2d77b058e02e65c"></a><!-- doxytag: member="tridiagonaloperator.hpp::operator+" ref="df217b009df4a448e2d77b058e02e65c" args="(const TridiagonalOperator &D)" -->
Disposable< TridiagonalOperator > </td><td class="memItemRight" valign="bottom"><b>operator+</b> (const TridiagonalOperator &D)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b831fc5e26d3477b3703e44b76869f76"></a><!-- doxytag: member="tridiagonaloperator.hpp::operator-" ref="b831fc5e26d3477b3703e44b76869f76" args="(const TridiagonalOperator &D)" -->
Disposable< TridiagonalOperator > </td><td class="memItemRight" valign="bottom"><b>operator-</b> (const TridiagonalOperator &D)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2f807546589b2b384cf4d2aea8c6cc56"></a><!-- doxytag: member="tridiagonaloperator.hpp::operator+" ref="2f807546589b2b384cf4d2aea8c6cc56" args="(const TridiagonalOperator &D1, const TridiagonalOperator &D2)" -->
Disposable< TridiagonalOperator > </td><td class="memItemRight" valign="bottom"><b>operator+</b> (const TridiagonalOperator &D1, const TridiagonalOperator &D2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="532e654068bce9d383abe4bec1541d73"></a><!-- doxytag: member="tridiagonaloperator.hpp::operator-" ref="532e654068bce9d383abe4bec1541d73" args="(const TridiagonalOperator &D1, const TridiagonalOperator &D2)" -->
Disposable< TridiagonalOperator > </td><td class="memItemRight" valign="bottom"><b>operator-</b> (const TridiagonalOperator &D1, const TridiagonalOperator &D2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f5f75ecb1b3f2dd3520c02c106726b49"></a><!-- doxytag: member="tridiagonaloperator.hpp::operator *" ref="f5f75ecb1b3f2dd3520c02c106726b49" args="(Real a, const TridiagonalOperator &D)" -->
Disposable< TridiagonalOperator > </td><td class="memItemRight" valign="bottom"><b>operator *</b> (Real a, const TridiagonalOperator &D)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a244e736422bc4afe4aebaf9eaa88d68"></a><!-- doxytag: member="tridiagonaloperator.hpp::operator *" ref="a244e736422bc4afe4aebaf9eaa88d68" args="(const TridiagonalOperator &D, Real a)" -->
Disposable< TridiagonalOperator > </td><td class="memItemRight" valign="bottom"><b>operator *</b> (const TridiagonalOperator &D, Real a)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f22da181be56bbe4737e47172c4dcda7"></a><!-- doxytag: member="tridiagonaloperator.hpp::operator/" ref="f22da181be56bbe4737e47172c4dcda7" args="(const TridiagonalOperator &D, Real a)" -->
Disposable< TridiagonalOperator > </td><td class="memItemRight" valign="bottom"><b>operator/</b> (const TridiagonalOperator &D, Real a)</td></tr>
</table>
</div>
<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.5.4
</div>
</div>
</div>
</body>
</html>
|
