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Sourcecode: quantlib version File versions

cranknicolson.hpp File Reference


Detailed Description

Crank-Nicolson scheme for finite difference methods.

Definition in file cranknicolson.hpp.

#include <ql/FiniteDifferences/mixedscheme.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

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


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