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Sourcecode: quantlib version File versions

numericalmethod.hpp File Reference


Detailed Description

Numerical method class.

Definition in file numericalmethod.hpp.

#include <ql/timegrid.hpp>
#include <ql/Math/array.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::NumericalMethod
 Numerical method (tree, finite-differences) base class. More...


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