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Sourcecode: quantlib version File versions

fdtypedefs.hpp File Reference


Detailed Description

default choices for template instantiations

Definition in file fdtypedefs.hpp.

#include <ql/methods/finitedifferences/cranknicolson.hpp>
#include <ql/methods/finitedifferences/parallelevolver.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Typedefs

typedef
CurveDependentStepCondition
< Array > 
QuantLib::StandardCurveDependentStepCondition
typedef FiniteDifferenceModel
< CrankNicolson
< TridiagonalOperator > > 
QuantLib::StandardFiniteDifferenceModel
 default choice for finite-difference model
typedef StepCondition< Array > QuantLib::StandardStepCondition
 default choice for step condition
typedef FiniteDifferenceModel
< ParallelEvolver
< CrankNicolson
< TridiagonalOperator > > > 
QuantLib::StandardSystemFiniteDifferenceModel
 default choice for parallel finite-difference model


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