#include <ql/FiniteDifferences/impliciteuler.hpp>
Inheritance diagram for ImplicitEuler:
[legend]List of all members.
Detailed Description
template<class Operator>
class QuantLib::ImplicitEuler< Operator >
Backward Euler scheme for finite difference methods.
See sect. Finite-differences framework for details on the method.
In this implementation, the passed operator must be derived from either TimeConstantOperator or TimeDependentOperator. Also, it must implement at least the following interface:
typedef ... arrayType;
Operator( const Operator&);
Operator& operator=( const Operator&);
Size size();
void setTime(Time t);
arrayType solveFor( const arrayType&);
static Operator identity(Size size);
Operator operator*(Real, const Operator&);
Operator operator+( const Operator&, const Operator&);
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Friends |
class | FiniteDifferenceModel< ImplicitEuler< Operator > > |
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