QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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n-th order derivative linear operator More...
#include <ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp>
#include <ql/methods/finitedifferences/operators/numericaldifferentiation.hpp>
#include <ql/methods/finitedifferences/operators/nthorderderivativeop.hpp>
#include <set>
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namespace | QuantLib |
n-th order derivative linear operator
Definition in file nthorderderivativeop.cpp.