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Sourcecode: quantlib version File versions

tridiagonaloperator.hpp File Reference


Detailed Description

tridiagonal operator

Definition in file tridiagonaloperator.hpp.

#include <ql/Math/array.hpp>
#include <boost/shared_ptr.hpp>

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Namespaces

namespace  QuantLib

Classes

class  QuantLib::TridiagonalOperator
 Base implementation for tridiagonal operator. More...
class  QuantLib::TridiagonalOperator::TimeSetter
 encapsulation of time-setting logic More...

Functions

Disposable< TridiagonalOperator > QuantLib::operator* (const TridiagonalOperator &D, Real a)
Disposable< TridiagonalOperator > QuantLib::operator* (Real a, const TridiagonalOperator &D)
Disposable< TridiagonalOperator > QuantLib::operator+ (const TridiagonalOperator &D1, const TridiagonalOperator &D2)
Disposable< TridiagonalOperator > QuantLib::operator+ (const TridiagonalOperator &D)
Disposable< TridiagonalOperator > QuantLib::operator- (const TridiagonalOperator &D1, const TridiagonalOperator &D2)
Disposable< TridiagonalOperator > QuantLib::operator- (const TridiagonalOperator &D)
Disposable< TridiagonalOperator > QuantLib::operator/ (const TridiagonalOperator &D, Real a)


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