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cranknicolson.hpp File Reference

Crank-Nicolson scheme for finite difference methods. More...

#include <ql/FiniteDifferences/mixedscheme.hpp>
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Classes

class  QuantLib::CrankNicolson< Operator >
 Crank-Nicolson scheme for finite difference methods. More...

Detailed Description

Crank-Nicolson scheme for finite difference methods.

Definition in file cranknicolson.hpp.


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