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

Douglas operator splitting. More...

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

Go to the source code of this file.

Classes

class  DouglasScheme
 

Namespaces

namespace  QuantLib
 

Detailed Description

Douglas operator splitting.

Definition in file douglasscheme.hpp.