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cranknicolson.hpp
Langue: en
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
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