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numericalmethod.hpp
Langue: en
Version: 383951 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/numericalmethod.hpp -Numerical method class.
SYNOPSIS
#include <ql/timegrid.hpp>
#include <ql/math/array.hpp>
Classes
class Lattice
Lattice (tree, finite-differences) base class
Detailed Description
Numerical method class.
Author
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