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

first derivative linear operator More...

#include <ql/methods/finitedifferences/operators/triplebandlinearop.hpp>

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Classes

class  FirstDerivativeOp
 

Namespaces

namespace  QuantLib
 

Detailed Description

first derivative linear operator

Definition in file firstderivativeop.hpp.