QuantLib: a free/open-source library for quantitative finance
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nthorderderivativeop.cpp File Reference

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
 

Detailed Description

n-th order derivative linear operator

Definition in file nthorderderivativeop.cpp.