finitedifferencemodel.hpp

Langue: en

Autres versions - même langue

Version: 375002 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/methods/finitedifferences/finitedifferencemodel.hpp -

generic finite difference model

SYNOPSIS


#include <ql/methods/finitedifferences/stepcondition.hpp>
#include <ql/methods/finitedifferences/boundarycondition.hpp>
#include <ql/methods/finitedifferences/operatortraits.hpp>

Classes


class FiniteDifferenceModel< Evolver >
Generic finite difference model.

Detailed Description

generic finite difference model

Author

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