douglasscheme.hpp

Langue: en

Autres versions - même langue

Version: 152542 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/finitedifferences/douglasscheme.hpp - Douglas operator splitting.

SYNOPSIS


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

Detailed Description

Douglas operator splitting.

Author

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