Inheritance diagram for FdmDefaultableEquityJumpDiffusionFokkerPlanckOp:

Public Member Functions
	FdmDefaultableEquityJumpDiffusionFokkerPlanckOp (const Real T, const boost::shared_ptr< QuantLib::FdmMesher > &mesher, const boost::shared_ptr< const DefaultableEquityJumpDiffusionModel > &model, const Size direction=0)
	this op is implemented in terms of time to maturity T, so that we can use a backward solver to evolve

Size	size () const override

void	setTime (Time t1, Time t2) override

Array	apply (const Array &r) const override

Array	apply_mixed (const Array &r) const override

Array	apply_direction (Size direction, const Array &r) const override

Array	solve_splitting (Size direction, const Array &r, Real s) const override

Array	preconditioner (const Array &r, Real s) const override

std::vector< QuantLib::SparseMatrix >	toMatrixDecomp () const override

Public Member Functions