Rechercher une page de manuel
pde.hpp
Langue: en
Version: 382523 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/methods/finitedifferences/pde.hpp -General class for one dimensional PDE's.
SYNOPSIS
#include <ql/math/array.hpp>
#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>
#include <ql/math/transformedgrid.hpp>
Detailed Description
General class for one dimensional PDE's.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre