Logo Search packages:      
Sourcecode: quantlib version File versions  Download package

douglasscheme.hpp File Reference


Detailed Description

Douglas operator splitting.

Definition in file douglasscheme.hpp.

#include <ql/methods/finitedifferences/operatorfactory.hpp>
#include <ql/methods/finitedifferences/finitedifferencemodel.hpp>
#include <ql/experimental/finitedifferences/fdmdirichletboundary.hpp>
#include <ql/experimental/finitedifferences/fdmlinearopcomposite.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::DouglasScheme


Generated by  Doxygen 1.6.0   Back to index