StandardCurveDependentStepCondition (3) - Linux Manuals
StandardCurveDependentStepCondition: default choices for template instantiations
NAME
ql/methods/finitedifferences/fdtypedefs.hpp - default choices for template instantiations
SYNOPSIS
#include <ql/methods/finitedifferences/cranknicolson.hpp>
#include <ql/methods/finitedifferences/parallelevolver.hpp>
Typedefs
typedef FiniteDifferenceModel< CrankNicolson< TridiagonalOperator > > StandardFiniteDifferenceModel
default choice for finite-difference model
typedef FiniteDifferenceModel< ParallelEvolver< CrankNicolson< TridiagonalOperator > > > StandardSystemFiniteDifferenceModel
default choice for parallel finite-difference model
typedef StepCondition< Array > StandardStepCondition
default choice for step condition
typedef CurveDependentStepCondition< Array > StandardCurveDependentStepCondition
Detailed Description
default choices for template instantiations
Author
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