modifiedcraigsneydscheme.hpp

Langue: en

Version: 383647 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/finitedifferences/modifiedcraigsneydscheme.hpp -

modified Craig-Sneyd operator splitting

SYNOPSIS


#include <ql/methods/finitedifferences/operatortraits.hpp>
#include <ql/experimental/finitedifferences/fdmdirichletboundary.hpp>
#include <ql/experimental/finitedifferences/fdmlinearopcomposite.hpp>

Classes


class ModifiedCraigSneydScheme
modified Craig-Sneyd scheme

Detailed Description

modified Craig-Sneyd operator splitting

Author

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