Uses of Class
org.quantlib.FdmLinearOpComposite

Uses of FdmLinearOpComposite in org.quantlib

Subclasses of FdmLinearOpComposite in org.quantlib

Modifier and Type	Class	Description
class	Fdm2dBlackScholesOp
class	FdmBatesOp
class	FdmBlackScholesFwdOp
class	FdmBlackScholesOp
class	FdmCEVOp
class	FdmDupire1dOp
class	FdmG2Op
class	FdmHestonFwdOp
class	FdmHestonHullWhiteOp
class	FdmHestonOp
class	FdmHullWhiteOp
class	FdmLinearOpCompositeProxy
class	FdmLocalVolFwdOp
class	FdmOrnsteinUhlenbeckOp
class	FdmSabrOp
class	FdmSquareRootFwdOp
class	FdmZabrOp

Methods in org.quantlib with parameters of type FdmLinearOpComposite

Modifier and Type	Method	Description
protected static long	FdmLinearOpComposite.getCPtr(FdmLinearOpComposite obj)

Constructors in org.quantlib with parameters of type FdmLinearOpComposite

Constructor	Description
CraigSneydScheme(double theta, double mu, FdmLinearOpComposite map)
CraigSneydScheme(double theta, double mu, FdmLinearOpComposite map, FdmBoundaryConditionSet bcSet)
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)
DouglasScheme(double theta, FdmLinearOpComposite map)
DouglasScheme(double theta, FdmLinearOpComposite map, FdmBoundaryConditionSet bcSet)
ExplicitEulerScheme(FdmLinearOpComposite map)
ExplicitEulerScheme(FdmLinearOpComposite map, FdmBoundaryConditionSet bcSet)
Fdm1DimSolver(FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc, FdmLinearOpComposite op)
Fdm2DimSolver(FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc, FdmLinearOpComposite op)
Fdm3DimSolver(FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc, FdmLinearOpComposite op)
Fdm4dimSolver(FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc, FdmLinearOpComposite op)
Fdm5dimSolver(FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc, FdmLinearOpComposite op)
Fdm6dimSolver(FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc, FdmLinearOpComposite op)
FdmBackwardSolver(FdmLinearOpComposite map, FdmBoundaryConditionSet bcSet, FdmStepConditionComposite condition, FdmSchemeDesc schemeDesc)
HundsdorferScheme(double theta, double mu, FdmLinearOpComposite map)
HundsdorferScheme(double theta, double mu, FdmLinearOpComposite map, FdmBoundaryConditionSet bcSet)
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)
MethodOfLinesScheme(double eps, double relInitStepSize, FdmLinearOpComposite map)
MethodOfLinesScheme(double eps, double relInitStepSize, FdmLinearOpComposite map, FdmBoundaryConditionSet bcSet)
ModifiedCraigSneydScheme(double theta, double mu, FdmLinearOpComposite map)
ModifiedCraigSneydScheme(double theta, double mu, FdmLinearOpComposite map, FdmBoundaryConditionSet bcSet)