QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Classes | Namespaces
secondordermixedderivativeop.hpp File Reference

second order mixed derivative linear operator More...

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

Go to the source code of this file.

Classes

class  SecondOrderMixedDerivativeOp
 

Namespaces

namespace  QuantLib
 

Detailed Description

second order mixed derivative linear operator

Definition in file secondordermixedderivativeop.hpp.