QuantLib 0.3.8
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Reference manual
ql/FiniteDifferences/fdtypedefs.hpp File Reference
Detailed Description
default choices for template instantiations
#include <ql/FiniteDifferences/cranknicolson.hpp>
Include dependency graph for fdtypedefs.hpp:
Namespaces | |
| namespace | QuantLib |
Typedefs | |
|
typedef FiniteDifferenceModel< CrankNicolson< TridiagonalOperator > > | StandardFiniteDifferenceModel |
| default choice for finite-difference model | |
| typedef StepCondition< Array > | StandardStepCondition |
| default choice for step condition | |
