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quantlib.js
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"ql/methods/finitedifferences/bsmoperator"
BSMOperator
TimeSetter
Class TimeSetter
encapsulation of time-setting logic
Hierarchy
TimeSetter
Index
Methods
set
Time
Methods
set
Time
set
Time
(
t
:
Time
, L
:
TridiagonalOperator
)
:
void
Parameters
t:
Time
L:
TridiagonalOperator
Returns
void
Globals
"ql/methods/finitedifferences/bsmoperator"
BSMOperator
Time
Setter
set
Time
_diagonal
_lower
Diagonal
_n
_temp
_time
Setter
_upper
Diagonal
SOR
apply
To
bsm
Init1
bsm
Init2
bsm
Init3
diagonal
init1
init2
is
Time
Dependent
lower
Diagonal
set
First
Row
set
Last
Row
set
Mid
Row
set
Mid
Rows
set
Time
size
solve
For1
solve
For2
upper
Diagonal
add
identity
mul
Scalar
sub
encapsulation of time-setting logic