Reference manual - version qle_version
This is the complete list of members for FdmBlackScholesOp, including all inherited members.
| apply(const Array &r) const override (defined in FdmBlackScholesOp) | FdmBlackScholesOp | |
| apply_direction(Size direction, const Array &r) const override (defined in FdmBlackScholesOp) | FdmBlackScholesOp | |
| apply_mixed(const Array &r) const override (defined in FdmBlackScholesOp) | FdmBlackScholesOp | |
| FdmBlackScholesOp(const ext::shared_ptr< FdmMesher > &mesher, const ext::shared_ptr< GeneralizedBlackScholesProcess > &process, Real strike=Null< Real >(), bool localVol=false, Real illegalLocalVolOverwrite=-Null< Real >(), Size direction=0, const ext::shared_ptr< FdmQuantoHelper > &quantoHelper=ext::shared_ptr< FdmQuantoHelper >(), const bool discounting=true, const bool ensureNonNegativeForwardVariance=false) (defined in FdmBlackScholesOp) | FdmBlackScholesOp | |
| preconditioner(const Array &r, Real s) const override (defined in FdmBlackScholesOp) | FdmBlackScholesOp | |
| setTime(Time t1, Time t2) override (defined in FdmBlackScholesOp) | FdmBlackScholesOp | |
| size() const override (defined in FdmBlackScholesOp) | FdmBlackScholesOp | |
| solve_splitting(Size direction, const Array &r, Real s) const override (defined in FdmBlackScholesOp) | FdmBlackScholesOp | |
| toMatrixDecomp() const override (defined in FdmBlackScholesOp) | FdmBlackScholesOp |