fdmarithmeticaveragecondition.hpp

Langue: en

Version: 372926 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/experimental/finitedifferences/fdmarithmeticaveragecondition.hpp -

step condition to handle arithmetic average

SYNOPSIS


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

Detailed Description

step condition to handle arithmetic average

Author

Generated automatically by Doxygen for QuantLib from the source code.