FdmLinearOpComposite (QuantLib module 1.32.0 API)

java.lang.Object
- org.quantlib.FdmLinearOp
- - org.quantlib.FdmLinearOpComposite

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

Fdm2dBlackScholesOp, FdmBatesOp, FdmBlackScholesFwdOp, FdmBlackScholesOp, FdmCEVOp, FdmDupire1dOp, FdmG2Op, FdmHestonFwdOp, FdmHestonHullWhiteOp, FdmHestonOp, FdmHullWhiteOp, FdmLinearOpCompositeProxy, FdmLocalVolFwdOp, FdmOrnsteinUhlenbeckOp, FdmSabrOp, FdmSquareRootFwdOp, FdmZabrOp
```
public class FdmLinearOpComposite
extends FdmLinearOp
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
```

Constructor Summary

Constructors
Modifier Constructor Description

protected FdmLinearOpComposite(long cPtr, boolean cMemoryOwn)

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`Array`	`apply_direction(long direction, Array r)`
`Array`	`apply_mixed(Array r)`
`void`	`delete()`
`protected void`	`finalize()`
`protected static long`	`getCPtr(FdmLinearOpComposite obj)`
`Array`	`preconditioner(Array r, double s)`
`void`	`setTime(double t1, double t2)`
`long`	`size()`
`Array`	`solve_splitting(long direction, Array r, double s)`
`protected void`	`swigSetCMemOwn(boolean own)`
`SparseMatrix`	`to_sparse_matrix()`

Methods inherited from class org.quantlib.FdmLinearOp
apply, getCPtr

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

FdmLinearOpComposite

protected FdmLinearOpComposite(long cPtr,
                               boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(FdmLinearOpComposite obj)

swigSetCMemOwn
```
protected void swigSetCMemOwn(boolean own)
```
Overrides:

swigSetCMemOwn in class FdmLinearOp

finalize
```
protected void finalize()
```
Overrides:

finalize in class FdmLinearOp

delete
```
public void delete()
```
Specified by:

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

Overrides:

delete in class FdmLinearOp

size
```
public long size()
```

setTime

public void setTime(double t1,
                    double t2)

apply_mixed
```
public Array apply_mixed(Array r)
```

apply_direction

public Array apply_direction(long direction,
                             Array r)

solve_splitting

public Array solve_splitting(long direction,
                             Array r,
                             double s)

preconditioner

public Array preconditioner(Array r,
                            double s)

to_sparse_matrix

public SparseMatrix to_sparse_matrix()