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<a href="#pub-types">Public Types</a> |
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<div class="title">ImplicitEuler< Operator > Class Template Reference<div class="ingroups"><a class="el" href="group__findiff.html">Finite-differences framework</a></div></div> </div>
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<p>Backward Euler scheme for finite difference methods.
<a href="class_quant_lib_1_1_implicit_euler.html#details">More...</a></p>
<p><code>#include <ql/methods/finitedifferences/impliciteuler.hpp></code></p>
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Inheritance diagram for ImplicitEuler< Operator >:</div>
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Public Types</h2></td></tr>
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typedef OperatorTraits< Operator > </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::ImplicitEuler::operator_type" ref="a02ede700df8d04acf392294f6ab090c4" args="" -->
typedef traits::operator_type </td><td class="memItemRight" valign="bottom"><b>operator_type</b></td></tr>
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typedef traits::array_type </td><td class="memItemRight" valign="bottom"><b>array_type</b></td></tr>
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typedef traits::bc_set </td><td class="memItemRight" valign="bottom"><b>bc_set</b></td></tr>
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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>
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 </td><td class="memItemRight" valign="bottom"><b>ImplicitEuler</b> (const operator_type &L, const bc_set &bcs)</td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><h3>template<class Operator><br/>
class QuantLib::ImplicitEuler< Operator ></h3>
<p>Backward Euler scheme for finite difference methods. </p>
<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#gaf38bdb4c54463b1f456655efa95b5c77" 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#ga14fb8fca43a68f4168654e1f9f7e22f7" 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#gaf38bdb4c54463b1f456655efa95b5c77" title="size of a container">Size</a> size);
<span class="comment">// operator algebra</span>
Operator operator*(<a class="code" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78" 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&);
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