NAME

ql/methods/finitedifferences/tridiagonaloperator.hpp - tridiagonal operator

SYNOPSIS


#include <ql/math/array.hpp>
#include <boost/shared_ptr.hpp>

Classes


class TridiagonalOperator
Base implementation for tridiagonal operator.
class TimeSetter
encapsulation of time-setting logic

Functions


void swap (TridiagonalOperator &, TridiagonalOperator &)

Disposable< TridiagonalOperator > operator+ (const TridiagonalOperator &D)

Disposable< TridiagonalOperator > operator- (const TridiagonalOperator &D)

Disposable< TridiagonalOperator > operator+ (const TridiagonalOperator &D1, const TridiagonalOperator &D2)

Disposable< TridiagonalOperator > operator- (const TridiagonalOperator &D1, const TridiagonalOperator &D2)

Disposable< TridiagonalOperator > operator* (Real a, const TridiagonalOperator &D)

Disposable< TridiagonalOperator > operator* (const TridiagonalOperator &D, Real a)

Disposable< TridiagonalOperator > operator/ (const TridiagonalOperator &D, Real a)

Detailed Description

tridiagonal operator

Author

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