QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
BSMOperator Member List

This is the complete list of members for BSMOperator, including all inherited members.

applyTo(const Array &v) const TridiagonalOperator
array_type typedef (defined in TridiagonalOperator)TridiagonalOperator
BSMOperator() (defined in BSMOperator)BSMOperator
BSMOperator(Size size, Real dx, Rate r, Rate q, Volatility sigma) (defined in BSMOperator)BSMOperator
BSMOperator(const Array &grid, const boost::shared_ptr< GeneralizedBlackScholesProcess > &, Time residualTime) (defined in BSMOperator)BSMOperator
diagonal() const (defined in TridiagonalOperator)TridiagonalOperator
diagonal_ (defined in TridiagonalOperator)TridiagonalOperatorprotected
identity(Size size)TridiagonalOperatorstatic
isTimeDependent() const (defined in TridiagonalOperator)TridiagonalOperator
lowerDiagonal() const (defined in TridiagonalOperator)TridiagonalOperator
lowerDiagonal_ (defined in TridiagonalOperator)TridiagonalOperatorprotected
n_ (defined in TridiagonalOperator)TridiagonalOperatorprotected
operator=(const Disposable< TridiagonalOperator > &) (defined in TridiagonalOperator)TridiagonalOperator
setFirstRow(Real, Real) (defined in TridiagonalOperator)TridiagonalOperator
setLastRow(Real, Real) (defined in TridiagonalOperator)TridiagonalOperator
setMidRow(Size, Real, Real, Real) (defined in TridiagonalOperator)TridiagonalOperator
setMidRows(Real, Real, Real) (defined in TridiagonalOperator)TridiagonalOperator
setTime(Time t) (defined in TridiagonalOperator)TridiagonalOperator
size() const (defined in TridiagonalOperator)TridiagonalOperator
solveFor(const Array &rhs) const TridiagonalOperator
solveFor(const Array &rhs, Array &result) const TridiagonalOperator
SOR(const Array &rhs, Real tol) const TridiagonalOperator
swap(TridiagonalOperator &) (defined in TridiagonalOperator)TridiagonalOperator
temp_ (defined in TridiagonalOperator)TridiagonalOperatormutableprotected
timeSetter_ (defined in TridiagonalOperator)TridiagonalOperatorprotected
TridiagonalOperator(Size size=0) (defined in TridiagonalOperator)TridiagonalOperatorexplicit
TridiagonalOperator(const Array &low, const Array &mid, const Array &high) (defined in TridiagonalOperator)TridiagonalOperator
TridiagonalOperator(const Disposable< TridiagonalOperator > &) (defined in TridiagonalOperator)TridiagonalOperator
upperDiagonal() const (defined in TridiagonalOperator)TridiagonalOperator
upperDiagonal_ (defined in TridiagonalOperator)TridiagonalOperatorprotected