QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
composite pattern for linear operators More...
#include <ql/math/matrixutilities/sparsematrix.hpp>
#include <ql/methods/finitedifferences/operators/fdmlinearop.hpp>
#include <numeric>
Go to the source code of this file.
Classes | |
class | FdmLinearOpComposite |
Namespaces | |
namespace | QuantLib |
composite pattern for linear operators
Definition in file fdmlinearopcomposite.hpp.