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impliciteuler.hpp
Langue: en
Version: 158400 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/methods/finitedifferences/impliciteuler.hpp - implicit Euler scheme for finite difference methodsSYNOPSIS
#include <ql/methods/finitedifferences/mixedscheme.hpp>
Classes
class ImplicitEuler< Operator >
Backward Euler scheme for finite difference methods.
Detailed Description
implicit Euler scheme for finite difference methods
Author
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