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Reference manual - version qle_version
FdmDefaultableEquityJumpDiffusionOp Member List

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

apply(const Array &r) const override (defined in FdmDefaultableEquityJumpDiffusionOp)FdmDefaultableEquityJumpDiffusionOp
apply_direction(Size direction, const Array &r) const override (defined in FdmDefaultableEquityJumpDiffusionOp)FdmDefaultableEquityJumpDiffusionOp
apply_mixed(const Array &r) const override (defined in FdmDefaultableEquityJumpDiffusionOp)FdmDefaultableEquityJumpDiffusionOp
FdmDefaultableEquityJumpDiffusionOp(const boost::shared_ptr< QuantLib::FdmMesher > &mesher, const boost::shared_ptr< DefaultableEquityJumpDiffusionModel > &model, const Size direction=0, const std::function< Real(Real, Real, Real)> &recovery={}, const Handle< QuantLib::YieldTermStructure > &discountingCurve=Handle< QuantLib::YieldTermStructure >(), const Handle< QuantLib::Quote > &discountingSpread=Handle< QuantLib::Quote >(), const Handle< QuantLib::DefaultProbabilityTermStructure > &addCreditCurve=Handle< QuantLib::DefaultProbabilityTermStructure >(), const std::function< Real(Real, Real, Real)> &addRecovery={})FdmDefaultableEquityJumpDiffusionOp
preconditioner(const Array &r, Real s) const override (defined in FdmDefaultableEquityJumpDiffusionOp)FdmDefaultableEquityJumpDiffusionOp
setConversionRatio(const std::function< Real(Real)> &conversionRatio) (defined in FdmDefaultableEquityJumpDiffusionOp)FdmDefaultableEquityJumpDiffusionOp
setTime(Time t1, Time t2) override (defined in FdmDefaultableEquityJumpDiffusionOp)FdmDefaultableEquityJumpDiffusionOp
size() const override (defined in FdmDefaultableEquityJumpDiffusionOp)FdmDefaultableEquityJumpDiffusionOp
solve_splitting(Size direction, const Array &r, Real s) const override (defined in FdmDefaultableEquityJumpDiffusionOp)FdmDefaultableEquityJumpDiffusionOp
toMatrixDecomp() const override (defined in FdmDefaultableEquityJumpDiffusionOp)FdmDefaultableEquityJumpDiffusionOp