impliciteulerscheme.hpp

Langue: en

Version: 381488 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/finitedifferences/impliciteulerscheme.hpp -

Implicit-Euler scheme.

SYNOPSIS


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

Detailed Description

Implicit-Euler scheme.

Author

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