Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class ImplicitEulerScheme

java.lang.Object

org.quantlib.ImplicitEulerScheme

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	ImplicitEulerScheme.SolverType

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(ImplicitEulerScheme 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

ImplicitEulerScheme

protected ImplicitEulerScheme(long cPtr,
                              boolean cMemoryOwn)

ImplicitEulerScheme

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

ImplicitEulerScheme

public ImplicitEulerScheme(FdmLinearOpComposite map,
                           FdmBoundaryConditionSet bcSet,
                           double relTol)

ImplicitEulerScheme

public ImplicitEulerScheme(FdmLinearOpComposite map,
                           FdmBoundaryConditionSet bcSet)

ImplicitEulerScheme

public ImplicitEulerScheme(FdmLinearOpComposite map)

Method Detail

getCPtr

protected static long getCPtr(ImplicitEulerScheme 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()