craigsneydscheme.hpp

Langue: en

Autres versions - même langue

Version: 164829 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/finitedifferences/craigsneydscheme.hpp - Craig-Sneyd operator splitting.

SYNOPSIS


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

Detailed Description

Craig-Sneyd operator splitting.

Author

Generated automatically by Doxygen for QuantLib from the source code.