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douglasscheme.hpp File Reference

Douglas operator splitting. More...

#include <ql/methods/finitedifferences/operatortraits.hpp>
#include <ql/experimental/finitedifferences/fdmdirichletboundary.hpp>
#include <ql/experimental/finitedifferences/fdmlinearopcomposite.hpp>
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class  QuantLib::DouglasScheme


namespace  QuantLib

Detailed Description

Douglas operator splitting.

Definition in file douglasscheme.hpp.

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