mixedscheme.hpp

Langue: en

Autres versions - même langue

Version: 382322 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/methods/finitedifferences/mixedscheme.hpp -

Mixed (explicit/implicit) scheme for finite difference methods.

SYNOPSIS


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

Classes


class MixedScheme< Operator >
Mixed (explicit/implicit) scheme for finite difference methods.

Detailed Description

Mixed (explicit/implicit) scheme for finite difference methods.

Author

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