QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
Public Member Functions | List of all members
TridiagonalOperator::TimeSetter Class Referenceabstract

encapsulation of time-setting logic More...

#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>

Inherited by GenericTimeSetter< PdeClass >.

Public Member Functions

virtual void setTime (Time t, TridiagonalOperator &L) const =0
 

Detailed Description

encapsulation of time-setting logic