Class StepCondition
A condition applied to a finite-difference problem's values at every time step.
[WorkingType]
public abstract class StepCondition- Inheritance
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StepCondition
- Derived
- Inherited Members
Remarks
A working type: a condition is owned by one computation, and may hold the state it reads back (a snapshot) or buffers it works in. ApplyTo(Span<double>, double) modifies the values in place, through the caller's span. QuantLib's template parameter is the array type; every finite-difference array here is a span of doubles, so the class isn't generic.
An extension point, as in QuantLib: later units derive their step conditions from it.
Constructors
StepCondition()
protected StepCondition()Methods
ApplyTo(Span<double>, double)
Applies the condition to the values at time t, in place.
public abstract void ApplyTo(Span<double> a, double t)