impliciteuler.hpp

Langue: en

Autres versions - même langue

Version: 376831 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/methods/finitedifferences/impliciteuler.hpp -

implicit Euler scheme for finite difference methods

SYNOPSIS


#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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