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fdmmesher.hpp File Reference


Detailed Description

mesher for a fdm grid

Definition in file fdmmesher.hpp.

#include <ql/math/array.hpp>
#include <ql/experimental/finitedifferences/fdmlinearoplayout.hpp>
#include <boost/shared_ptr.hpp>
#include <vector>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::FdmMesher


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