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pde.hpp

Langue: en

Autres versions - même langue

Version: 382523 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

ql/methods/finitedifferences/pde.hpp -

General class for one dimensional PDE's.

#include <ql/math/array.hpp>
#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>
#include <ql/math/transformedgrid.hpp>

General class for one dimensional PDE's.

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