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

composite pattern for linear operators More...

#include <ql/math/matrixutilities/sparsematrix.hpp>
#include <ql/methods/finitedifferences/operators/fdmlinearop.hpp>
#include <numeric>

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Classes

class  FdmLinearOpComposite
 

Namespaces

namespace  QuantLib
 

Detailed Description

composite pattern for linear operators

Definition in file fdmlinearopcomposite.hpp.