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Sourcecode: quantlib version File versions

mixedscheme.hpp File Reference


Detailed Description

Mixed (explicit/implicit) scheme for finite difference methods.

Definition in file mixedscheme.hpp.

#include <ql/methods/finitedifferences/finitedifferencemodel.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::MixedScheme< Operator >
 Mixed (explicit/implicit) scheme for finite difference methods. More...


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