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

Hundsdorfer operator splitting. More...

#include <ql/methods/finitedifferences/operatortraits.hpp>
#include <ql/methods/finitedifferences/operators/fdmlinearopcomposite.hpp>
#include <ql/methods/finitedifferences/schemes/boundaryconditionschemehelper.hpp>
#include <vector>

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Classes

class  HundsdorferScheme
 

Namespaces

namespace  QuantLib
 

Detailed Description

Hundsdorfer operator splitting.

Definition in file hundsdorferscheme.hpp.