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finitedifferencemodel.hpp
Langue: en
Version: 375002 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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