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hundsdorferscheme.hpp
Langue: en
Version: 378257 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/finitedifferences/hundsdorferscheme.hpp -Hundsdorfer operator splitting.
SYNOPSIS
#include <ql/methods/finitedifferences/operatortraits.hpp>
#include <ql/experimental/finitedifferences/fdmdirichletboundary.hpp>
#include <ql/experimental/finitedifferences/fdmlinearopcomposite.hpp>
#include <vector>
Detailed Description
Hundsdorfer operator splitting.
Author
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