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<title>FiniteDifferenceModel< Evolver > Class Template Reference</title>
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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_finite_difference_model.html">FiniteDifferenceModel</a> </li>
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<a href="#pub-types">Public Types</a> |
<a href="#pub-methods">Public Member Functions</a> </div>
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<div class="title">FiniteDifferenceModel< Evolver > Class Template Reference<div class="ingroups"><a class="el" href="group__findiff.html">Finite-differences framework</a></div></div> </div>
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<!-- doxytag: class="QuantLib::FiniteDifferenceModel" -->
<p>Generic finite difference model.
<a href="class_quant_lib_1_1_finite_difference_model.html#details">More...</a></p>
<p><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></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af71a244fde04ad42aad6528bcdd3a58e"></a><!-- doxytag: member="QuantLib::FiniteDifferenceModel::traits" ref="af71a244fde04ad42aad6528bcdd3a58e" args="" -->
typedef Evolver::traits </td><td class="memItemRight" valign="bottom"><b>traits</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a02ede700df8d04acf392294f6ab090c4"></a><!-- doxytag: member="QuantLib::FiniteDifferenceModel::operator_type" ref="a02ede700df8d04acf392294f6ab090c4" args="" -->
typedef traits::operator_type </td><td class="memItemRight" valign="bottom"><b>operator_type</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac07e755f1412353806d561469c9ad49f"></a><!-- doxytag: member="QuantLib::FiniteDifferenceModel::array_type" ref="ac07e755f1412353806d561469c9ad49f" args="" -->
typedef traits::array_type </td><td class="memItemRight" valign="bottom"><b>array_type</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7fb68e182d263712988c9b0afe1ad6a0"></a><!-- doxytag: member="QuantLib::FiniteDifferenceModel::bc_set" ref="a7fb68e182d263712988c9b0afe1ad6a0" args="" -->
typedef traits::bc_set </td><td class="memItemRight" valign="bottom"><b>bc_set</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9b68be7f0b8097f723468a930f604c39"></a><!-- doxytag: member="QuantLib::FiniteDifferenceModel::condition_type" ref="a9b68be7f0b8097f723468a930f604c39" args="" -->
typedef traits::condition_type </td><td class="memItemRight" valign="bottom"><b>condition_type</b></td></tr>
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a09774de668e962396945562d3dd77666"></a><!-- doxytag: member="QuantLib::FiniteDifferenceModel::FiniteDifferenceModel" ref="a09774de668e962396945562d3dd77666" 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#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &stoppingTimes=std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> >())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4e737d230d9084ebe057df0ba5b37175"></a><!-- doxytag: member="QuantLib::FiniteDifferenceModel::FiniteDifferenceModel" ref="a4e737d230d9084ebe057df0ba5b37175" 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#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &stoppingTimes=std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> >())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac4b07289afb96749cb9e3ac7ba843954"></a><!-- doxytag: member="QuantLib::FiniteDifferenceModel::evolver" ref="ac4b07289afb96749cb9e3ac7ba843954" args="() const " -->
const Evolver & </td><td class="memItemRight" valign="bottom"><b>evolver</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_finite_difference_model.html#a29eb8c23b64571be731ffa8f4df2590a">rollback</a> (array_type &a, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> from, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> to, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> steps)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_finite_difference_model.html#a65ea4e753878a94e9daa438b1bd1cb75">rollback</a> (array_type &a, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> from, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> to, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> steps, const condition_type &condition)</td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><h3>template<class Evolver><br/>
class QuantLib::FiniteDifferenceModel< Evolver ></h3>
<p>Generic finite difference model. </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a29eb8c23b64571be731ffa8f4df2590a"></a><!-- doxytag: member="QuantLib::FiniteDifferenceModel::rollback" ref="a29eb8c23b64571be731ffa8f4df2590a" args="(array_type &a, Time from, Time to, Size steps)" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">void <a class="el" href="class_quant_lib_1_1_finite_difference_model.html#a29eb8c23b64571be731ffa8f4df2590a">rollback</a> </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#ga14fb8fca43a68f4168654e1f9f7e22f7">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#ga14fb8fca43a68f4168654e1f9f7e22f7">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#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td>
<td class="paramname"><em>steps</em> </td>
</tr>
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<td></td>
<td>)</td>
<td></td><td></td>
</tr>
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<div class="memdoc">
<p>solves the problem between the given times. </p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000077">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>
<a class="anchor" id="a65ea4e753878a94e9daa438b1bd1cb75"></a><!-- doxytag: member="QuantLib::FiniteDifferenceModel::rollback" ref="a65ea4e753878a94e9daa438b1bd1cb75" 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 <a class="el" href="class_quant_lib_1_1_finite_difference_model.html#a29eb8c23b64571be731ffa8f4df2590a">rollback</a> </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#ga14fb8fca43a68f4168654e1f9f7e22f7">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#ga14fb8fca43a68f4168654e1f9f7e22f7">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#gaf38bdb4c54463b1f456655efa95b5c77">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>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>solves the problem between the given times, applying a condition at every step. </p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000078">Warning:</a></b></dt><dd>being this a rollback, <code>from</code> must be a later time than <code>to</code>. </dd></dl>
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