Disposable<Array> FdmHestonFwdOp::preconditioner(
const Array& u, Real dt) const{
return solve_splitting(0, u, dt);
}
Disposable<Array> FdmBlackScholesOp::preconditioner(const Array& r,
Real dt) const {
return solve_splitting(direction_, r, dt);
}
Disposable<Array> FdmExtendedOrnsteinUhlenbackOp::preconditioner(
const Array& r, Real dt) const {
return solve_splitting(direction_, r, dt);
}
Disposable<Array> FdmHestonHullWhiteOp::preconditioner(const Array& r,
Real dt) const {
return solve_splitting(0, r, dt);
}
Disposable<Array>
FdmZabrOp::preconditioner(const Array& r, Real dt) const {
return solve_splitting(0, r, dt);
}
Disposable<Array>
FdmG2Op::preconditioner(const Array& r, Real dt) const {
return solve_splitting(direction1_, r, dt);
}
