QuantLib: C:/dev/QuantLib/ql/methods/finitedifferences/cranknicolson.hpp File Reference

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QuantLib: a free/open-source library for quantitative finance

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Crank-Nicolson scheme for finite difference methods. More...

#include <ql/methods/finitedifferences/mixedscheme.hpp>

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Classes
class	CrankNicolson< Operator >
	Crank-Nicolson scheme for finite difference methods. More...

Namespaces
namespace	QuantLib

Detailed Description

Crank-Nicolson scheme for finite difference methods.

Definition in file cranknicolson.hpp.