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<li class="navelem"><a class="el" href="class_quant_lib_1_1_mixed_scheme.html">MixedScheme</a> </li>
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<div class="title">MixedScheme< 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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<!-- doxytag: class="QuantLib::MixedScheme" -->
<p>Mixed (explicit/implicit) scheme for finite difference methods.
<a href="class_quant_lib_1_1_mixed_scheme.html#details">More...</a></p>
<p><code>#include <ql/methods/finitedifferences/mixedscheme.hpp></code></p>
<div class="dynheader">
Inheritance diagram for MixedScheme< Operator >:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_mixed_scheme__inherit__graph.png" border="0" usemap="#_mixed_scheme_3_01_operator_01_4_inherit__map" alt="Inheritance graph"/></div>
<map name="_mixed_scheme_3_01_operator_01_4_inherit__map" id="_mixed_scheme_3_01_operator_01_4_inherit__map">
<area shape="rect" id="node3" href="class_quant_lib_1_1_crank_nicolson.html" title="Crank-Nicolson scheme for finite difference methods." alt="" coords="5,86,184,117"/><area shape="rect" id="node5" href="class_quant_lib_1_1_explicit_euler.html" title="Forward Euler scheme for finite difference methods" alt="" coords="208,86,376,117"/><area shape="rect" id="node7" href="class_quant_lib_1_1_implicit_euler.html" title="Backward Euler scheme for finite difference methods." alt="" coords="400,86,565,117"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_mixed_scheme-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="ab85b62c5cc90bded0075d322e91fd993"></a><!-- doxytag: member="QuantLib::MixedScheme::traits" ref="ab85b62c5cc90bded0075d322e91fd993" args="" -->
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::MixedScheme::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::MixedScheme::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::MixedScheme::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::MixedScheme::condition_type" ref="a9b68be7f0b8097f723468a930f604c39" 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"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a342497546b70b2f83e90a83be8fd5a45"></a><!-- doxytag: member="QuantLib::MixedScheme::MixedScheme" ref="a342497546b70b2f83e90a83be8fd5a45" 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#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> theta, const bc_set &bcs)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae31015dcf2ddc4f248be2533b0bbbd95"></a><!-- doxytag: member="QuantLib::MixedScheme::step" ref="ae31015dcf2ddc4f248be2533b0bbbd95" 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#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7c6bf7e1e335626aa6f4e7a46f361b50"></a><!-- doxytag: member="QuantLib::MixedScheme::setStep" ref="a7c6bf7e1e335626aa6f4e7a46f361b50" args="(Time dt)" -->
void </td><td class="memItemRight" valign="bottom"><b>setStep</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> dt)</td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7ec7f35b9cfc993cd78e13c84ee80f5c"></a><!-- doxytag: member="QuantLib::MixedScheme::L_" ref="a7ec7f35b9cfc993cd78e13c84ee80f5c" args="" -->
operator_type </td><td class="memItemRight" valign="bottom"><b>L_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9345bcefe07d2a311bb4580cf6844223"></a><!-- doxytag: member="QuantLib::MixedScheme::I_" ref="a9345bcefe07d2a311bb4580cf6844223" args="" -->
operator_type </td><td class="memItemRight" valign="bottom"><b>I_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2dd5907ac54bce1439847d0204c7ca55"></a><!-- doxytag: member="QuantLib::MixedScheme::explicitPart_" ref="a2dd5907ac54bce1439847d0204c7ca55" args="" -->
operator_type </td><td class="memItemRight" valign="bottom"><b>explicitPart_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a70be7cca17d458911d7cb37ac568fa80"></a><!-- doxytag: member="QuantLib::MixedScheme::implicitPart_" ref="a70be7cca17d458911d7cb37ac568fa80" args="" -->
operator_type </td><td class="memItemRight" valign="bottom"><b>implicitPart_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6be603d8547f31e72817d2aaf219e325"></a><!-- doxytag: member="QuantLib::MixedScheme::dt_" ref="a6be603d8547f31e72817d2aaf219e325" args="" -->
<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>dt_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5ca0ebc8ec96d11c5542cd549f01db16"></a><!-- doxytag: member="QuantLib::MixedScheme::theta_" ref="a5ca0ebc8ec96d11c5542cd549f01db16" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>theta_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abb48456777566e37b094bb898bafc1a7"></a><!-- doxytag: member="QuantLib::MixedScheme::bcs_" ref="abb48456777566e37b094bb898bafc1a7" args="" -->
bc_set </td><td class="memItemRight" valign="bottom"><b>bcs_</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><h3>template<class Operator><br/>
class QuantLib::MixedScheme< Operator ></h3>
<p>Mixed (explicit/implicit) 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 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#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&);
Operator operator+(<span class="keyword">const</span> Operator&, <span class="keyword">const</span> Operator&);
</pre></div><dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000079">Warning:</a></b></dt><dd>The differential operator must be linear for this evolver to work.</dd></dl>
<dl class="todo"><dt><b><a class="el" href="todo.html#_todo000046">Possible enhancements:</a></b></dt><dd><ul>
<li>derive variable theta schemes</li>
<li>introduce multi time-level schemes.</li>
</ul>
</dd></dl>
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