File: dir_e3bc0285ec5765a343cfdeddb6f9c115.html

package info (click to toggle)
quantlib-refman-html 1.20-1
  • links: PTS, VCS
  • area: main
  • in suites: bookworm, bullseye, sid, trixie
  • size: 103,140 kB
  • sloc: javascript: 13,408; makefile: 35
file content (161 lines) | stat: -rw-r--r-- 13,244 bytes parent folder | download 
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
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
 
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
<meta name="generator" content="Doxygen 1.8.20"/>
<meta name="viewport" content="width=device-width, initial-scale=1"/>
<title>QuantLib: ql/methods/finitedifferences/operators Directory Reference</title>
<link href='https://fonts.googleapis.com/css?family=Merriweather+Sans:800' rel='stylesheet' type='text/css'>
<link href="tabs.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="jquery.js"></script>
<script type="text/javascript" src="dynsections.js"></script>
<link href="search/search.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="search/searchdata.js"></script>
<script type="text/javascript" src="search/search.js"></script>
<script type="text/x-mathjax-config">
  MathJax.Hub.Config({
    extensions: ["tex2jax.js"],
    jax: ["input/TeX","output/HTML-CSS"],
});
</script>
<script type="text/javascript" async="async" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/MathJax.js"></script>
<link href="doxygen.css" rel="stylesheet" type="text/css" />
<link href="quantlibextra.css" rel="stylesheet" type="text/css"/>
</head>
<body>
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
<div id="titlearea">
<table cellspacing="0" cellpadding="0">
 <tbody>
 <tr style="height: 56px;">
  <td id="projectalign" style="padding-left: 0.5em;">
   <div id="projectname"><a href="http://quantlib.org">
       <img alt="QuantLib" src="QL-title.jpg"></a>
   <div id="projectbrief">A free/open-source library for quantitative finance</div>
   <div id="projectnumber">Reference manual - version 1.20</div>
   </div>
  </td>
 </tr>
 </tbody>
</table>
</div>
<!-- end header part -->
<!-- Generated by Doxygen 1.8.20 -->
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&amp;dn=gpl-2.0.txt GPL-v2 */
var searchBox = new SearchBox("searchBox", "search",false,'Search');
/* @license-end */
</script>
<script type="text/javascript" src="menudata.js"></script>
<script type="text/javascript" src="menu.js"></script>
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&amp;dn=gpl-2.0.txt GPL-v2 */
$(function() {
  initMenu('',true,false,'search.php','Search');
  $(document).ready(function() { init_search(); });
});
/* @license-end */</script>
<div id="main-nav"></div>
<!-- window showing the filter options -->
<div id="MSearchSelectWindow"
     onmouseover="return searchBox.OnSearchSelectShow()"
     onmouseout="return searchBox.OnSearchSelectHide()"
     onkeydown="return searchBox.OnSearchSelectKey(event)">
</div>

<!-- iframe showing the search results (closed by default) -->
<div id="MSearchResultsWindow">
<iframe src="javascript:void(0)" frameborder="0" 
        name="MSearchResults" id="MSearchResults">
</iframe>
</div>

<div id="nav-path" class="navpath">
  <ul>
<li class="navelem"><a class="el" href="dir_958d2abebb9d0797c141a9841f9d5d39.html">ql</a></li><li class="navelem"><a class="el" href="dir_cfd7e92b9616896823ae34fc8782de82.html">methods</a></li><li class="navelem"><a class="el" href="dir_f5a034d8bc562794caf11479f5607257.html">finitedifferences</a></li><li class="navelem"><a class="el" href="dir_e3bc0285ec5765a343cfdeddb6f9c115.html">operators</a></li>  </ul>
</div>
</div><!-- top -->
<div class="header">
  <div class="headertitle">
<div class="title">operators Directory Reference</div>  </div>
</div><!--header-->
<div class="contents">
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="files"></a>
Files</h2></td></tr>
<tr class="memitem:fdm2dblackscholesop_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>fdm2dblackscholesop.hpp</b></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:fdmbatesop_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>fdmbatesop.hpp</b></td></tr>
<tr class="memdesc:fdmbatesop_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Bates linear operator. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:fdmblackscholesop_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>fdmblackscholesop.hpp</b></td></tr>
<tr class="memdesc:fdmblackscholesop_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Black Scholes linear operator. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:fdmcevop_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>fdmcevop.hpp</b></td></tr>
<tr class="memdesc:fdmcevop_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">FDM operator for the Constant Elasticity of Variance (CEV) model. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:fdmcirop_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>fdmcirop.hpp</b></td></tr>
<tr class="memdesc:fdmcirop_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">CIR linear operator. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:fdmhestonhullwhiteop_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>fdmhestonhullwhiteop.hpp</b></td></tr>
<tr class="memdesc:fdmhestonhullwhiteop_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Heston Hull White linear operator. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:fdmhestonop_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>fdmhestonop.hpp</b></td></tr>
<tr class="memdesc:fdmhestonop_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Heston linear operator. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:fdmhullwhiteop_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>fdmhullwhiteop.hpp</b></td></tr>
<tr class="memdesc:fdmhullwhiteop_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">FDM operator for the Hull-White interest rate model. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:fdmlinearop_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>fdmlinearop.hpp</b></td></tr>
<tr class="memdesc:fdmlinearop_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">linear operator to model a multi dimensinal pde system <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:fdmlinearopcomposite_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>fdmlinearopcomposite.hpp</b></td></tr>
<tr class="memdesc:fdmlinearopcomposite_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">composite pattern for linear operators <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:fdmlinearopiterator_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>fdmlinearopiterator.hpp</b></td></tr>
<tr class="memdesc:fdmlinearopiterator_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">iterator for a linear fdm operator <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:fdmlinearoplayout_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>fdmlinearoplayout.hpp</b></td></tr>
<tr class="memdesc:fdmlinearoplayout_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">memory layout of a fdm linear operator <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:fdmlocalvolfwdop_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>fdmlocalvolfwdop.hpp</b></td></tr>
<tr class="memdesc:fdmlocalvolfwdop_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">local volatility linear operator for the Fokker-Planck forward equation <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:fdmornsteinuhlenbeckop_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>fdmornsteinuhlenbeckop.hpp</b></td></tr>
<tr class="memdesc:fdmornsteinuhlenbeckop_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">Ornstein Uhlenbeck process. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:fdmsabrop_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>fdmsabrop.hpp</b></td></tr>
<tr class="memdesc:fdmsabrop_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">FDM operator for the SABR model. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:firstderivativeop_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>firstderivativeop.hpp</b></td></tr>
<tr class="memdesc:firstderivativeop_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">first derivative linear operator <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:ninepointlinearop_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>ninepointlinearop.hpp</b></td></tr>
<tr class="memdesc:ninepointlinearop_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">nine point linear operator <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:nthorderderivativeop_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>nthorderderivativeop.hpp</b></td></tr>
<tr class="memdesc:nthorderderivativeop_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">n-th order derivative linear operator <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:numericaldifferentiation_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>numericaldifferentiation.hpp</b></td></tr>
<tr class="memdesc:numericaldifferentiation_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">numerical differentiation of arbitrary order and on irregular grids <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:secondderivativeop_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>secondderivativeop.hpp</b></td></tr>
<tr class="memdesc:secondderivativeop_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">second derivative operator <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:secondordermixedderivativeop_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>secondordermixedderivativeop.hpp</b></td></tr>
<tr class="memdesc:secondordermixedderivativeop_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">second order mixed derivative linear operator <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:triplebandlinearop_8hpp"><td class="memItemLeft" align="right" valign="top">file &#160;</td><td class="memItemRight" valign="bottom"><b>triplebandlinearop.hpp</b></td></tr>
<tr class="memdesc:triplebandlinearop_8hpp"><td class="mdescLeft">&#160;</td><td class="mdescRight">general triple band linear operator <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
</table>
</div><!-- contents -->
<!-- HTML footer for doxygen 1.8.9.1-->
<!-- start footer part -->
<hr class="footer"/><address class="footer"><small>
Generated by <a href="http://www.doxygen.org/index.html">Doxygen</a>
1.8.20
</small></address>
</body>
</html>