Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class CrankNicolsonScheme

java.lang.Object

org.quantlib.CrankNicolsonScheme

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class CrankNicolsonScheme
extends Object
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
	CrankNicolsonScheme(double theta, FdmLinearOpComposite map)
	CrankNicolsonScheme(double theta, FdmLinearOpComposite map, FdmBoundaryConditionSet bcSet)
	CrankNicolsonScheme(double theta, FdmLinearOpComposite map, FdmBoundaryConditionSet bcSet, double relTol)
	CrankNicolsonScheme(double theta, FdmLinearOpComposite map, FdmBoundaryConditionSet bcSet, double relTol, ImplicitEulerScheme.SolverType solverType)
protected	CrankNicolsonScheme(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(CrankNicolsonScheme obj)
long	numberOfIterations()
void	setStep(double dt)
void	step(Array a, double t)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

close

Constructor Detail

CrankNicolsonScheme

protected CrankNicolsonScheme(long cPtr,
                              boolean cMemoryOwn)

CrankNicolsonScheme

public CrankNicolsonScheme(double theta,
                           FdmLinearOpComposite map,
                           FdmBoundaryConditionSet bcSet,
                           double relTol,
                           ImplicitEulerScheme.SolverType solverType)

CrankNicolsonScheme

public CrankNicolsonScheme(double theta,
                           FdmLinearOpComposite map,
                           FdmBoundaryConditionSet bcSet,
                           double relTol)

CrankNicolsonScheme

public CrankNicolsonScheme(double theta,
                           FdmLinearOpComposite map,
                           FdmBoundaryConditionSet bcSet)

CrankNicolsonScheme

public CrankNicolsonScheme(double theta,
                           FdmLinearOpComposite map)

Method Detail

getCPtr

protected static long getCPtr(CrankNicolsonScheme obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

Specified by:

delete in interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

step

public void step(Array a,
                 double t)

setStep

public void setStep(double dt)

numberOfIterations

public long numberOfIterations()