expliciteuler.hpp

Langue: en

Autres versions - même langue

Version: 156370 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/methods/finitedifferences/expliciteuler.hpp - explicit Euler scheme for finite difference methods

SYNOPSIS


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

Classes


class ExplicitEuler< Operator >
Forward Euler scheme for finite difference methods

Detailed Description

explicit Euler scheme for finite difference methods

Author

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