FiniteDifferenceModel (3) Linux Manual Page

ql/methods/finitedifferences/finitedifferencemodel.hpp – generic finite difference model

Synopsis

#include <ql/methods/finitedifferences/stepcondition.hpp>
#include <ql/methods/finitedifferences/boundarycondition.hpp>
#include <ql/methods/finitedifferences/operatortraits.hpp>

Classes

class FiniteDifferenceModel< Evolver >
Generic finite difference model.

Detailed Description

generic finite difference model

Author

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