cranknicolson.hpp

Langue: en

Autres versions - même langue

Version: 377361 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/methods/finitedifferences/cranknicolson.hpp -

Crank-Nicolson scheme for finite difference methods.

SYNOPSIS


#include <ql/methods/finitedifferences/mixedscheme.hpp>

Classes


class CrankNicolson< Operator >
Crank-Nicolson scheme for finite difference methods.

Detailed Description

Crank-Nicolson scheme for finite difference methods.

Author

Generated automatically by Doxygen for QuantLib from the source code.