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

Generated automatically by Doxygen for QuantLib from the source code.