//! Time \f$t1 <= t2\f$ is required
public override void setTime(double t1, double t2)
{
OneFactorModel.ShortRateDynamics dynamics = model_.dynamics();
double phi = 0.5 * (dynamics.shortRate(t1, 0.0)
+ dynamics.shortRate(t2, 0.0));
mapT_.axpyb(new Vector(), dzMap_, dzMap_, -1.0 * (x_ + phi));
}
public static TridiagonalOperator getOperator(OneFactorModel.ShortRateDynamics process, Vector grid)
{
throw new NotImplementedException();
}
} // required for geerics
public PdeShortRate(OneFactorModel.ShortRateDynamics d)
{
dynamics_ = d;
}
