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pde.hpp File Reference


Detailed Description

General class for one dimensional PDE's.

Definition in file pde.hpp.

#include <ql/math/array.hpp>
#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>
#include <ql/math/transformedgrid.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::GenericTimeSetter< PdeClass >
class  QuantLib::PdeConstantCoeff< PdeClass >
class  QuantLib::PdeOperator< PdeClass >
class  QuantLib::PdeSecondOrderParabolic


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