QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
secondderivativeop.hpp File Reference

second derivative operator More...

#include <ql/methods/finitedifferences/operators/triplebandlinearop.hpp>

Go to the source code of this file.

Classes

class  SecondDerivativeOp
 

Namespaces

namespace  QuantLib
 

Detailed Description

second derivative operator

Definition in file secondderivativeop.hpp.