23#ifndef quantlib_fdm_g2_solver_hpp
24#define quantlib_fdm_g2_solver_hpp
26#include <ql/handle.hpp>
27#include <ql/patterns/lazyobject.hpp>
28#include <ql/methods/finitedifferences/solvers/fdmsolverdesc.hpp>
29#include <ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp>
52 mutable ext::shared_ptr<Fdm2DimSolver>
solver_;
ext::shared_ptr< Fdm2DimSolver > solver_
const Handle< G2 > model_
void performCalculations() const override
const FdmSolverDesc solverDesc_
Real valueAt(Real x, Real y) const
const FdmSchemeDesc schemeDesc_
Shared handle to an observable.
Framework for calculation on demand and result caching.
static FdmSchemeDesc Hundsdorfer()