fdmamericanstepcondition.hpp

Langue: en

Autres versions - même langue

Version: 375315 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/finitedifferences/fdmamericanstepcondition.hpp -

american step condition for multi dimensional problems

SYNOPSIS


#include <ql/methods/finitedifferences/stepcondition.hpp>
#include <ql/experimental/finitedifferences/fdmmesher.hpp>
#include <ql/experimental/finitedifferences/fdminnervaluecalculator.hpp>

Detailed Description

american step condition for multi dimensional problems

Author

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