Reference manual - version qle_version
This is the complete list of members for LgmFdSolver, including all inherited members.
| gridSize() const override (defined in LgmFdSolver) | LgmFdSolver | virtual |
| LgmFdSolver(const QuantLib::ext::shared_ptr< LinearGaussMarkovModel > &model, const Real maxTime=50.0, const QuantLib::FdmSchemeDesc scheme=QuantLib::FdmSchemeDesc::Douglas(), const Size stateGridPoints=64, const Size timeStepsPerYear=24, const Real mesherEpsilon=1E-4) (defined in LgmFdSolver) | LgmFdSolver | |
| model() const override (defined in LgmFdSolver) | LgmFdSolver | virtual |
| rollback(const RandomVariable &v, const Real t1, const Real t0, Size steps=Null< Size >()) const override (defined in LgmFdSolver) | LgmFdSolver | virtual |
| stateGrid(const Real t) const override (defined in LgmFdSolver) | LgmFdSolver | virtual |
| ~LgmBackwardSolver() (defined in LgmBackwardSolver) | LgmBackwardSolver | virtual |