cranknicolson.hpp

Langue: en

Autres versions - même langue

Version: 159508 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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