- java.lang.Object
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- org.quantlib.CrankNicolsonScheme
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
public class CrankNicolsonScheme extends Object implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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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)protectedCrankNicolsonScheme(long cPtr, boolean cMemoryOwn)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description voiddelete()protected voidfinalize()protected static longgetCPtr(CrankNicolsonScheme obj)longnumberOfIterations()voidsetStep(double dt)voidstep(Array a, double t)protected voidswigSetCMemOwn(boolean own)
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Constructor Detail
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CrankNicolsonScheme
protected CrankNicolsonScheme(long cPtr, boolean cMemoryOwn)
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CrankNicolsonScheme
public CrankNicolsonScheme(double theta, FdmLinearOpComposite map, FdmBoundaryConditionSet bcSet, double relTol, ImplicitEulerScheme.SolverType solverType)
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CrankNicolsonScheme
public CrankNicolsonScheme(double theta, FdmLinearOpComposite map, FdmBoundaryConditionSet bcSet, double relTol)
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CrankNicolsonScheme
public CrankNicolsonScheme(double theta, FdmLinearOpComposite map, FdmBoundaryConditionSet bcSet)
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CrankNicolsonScheme
public CrankNicolsonScheme(double theta, FdmLinearOpComposite map)
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Method Detail
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getCPtr
protected static long getCPtr(CrankNicolsonScheme obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
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delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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setStep
public void setStep(double dt)
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numberOfIterations
public long numberOfIterations()
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