craigsneydscheme.hpp

Langue: en

Autres versions - même langue

Version: 380048 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/experimental/finitedifferences/craigsneydscheme.hpp -

Craig-Sneyd operator splitting.

SYNOPSIS


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

Detailed Description

Craig-Sneyd operator splitting.

Author

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