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

Dirichlet boundary conditions for differential operators. More...

#include <ql/methods/finitedifferences/boundarycondition.hpp>
#include <ql/methods/finitedifferences/operators/fdmlinearop.hpp>

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Classes

class  FdmDirichletBoundary
 

Namespaces

namespace  QuantLib
 

Detailed Description

Dirichlet boundary conditions for differential operators.

Definition in file fdmdirichletboundary.hpp.