Finite-differences framework

Classes
class	BoundaryCondition< Operator >
	Abstract boundary condition class for finite difference problems. More...
class	NeumannBC
	Neumann boundary condition (i.e., constant derivative) More...
class	DirichletBC
	Neumann boundary condition (i.e., constant value) More...
class	BSMOperator
	Black-Scholes-Merton differential operator. More...
class	CrankNicolson< Operator >
	Crank-Nicolson scheme for finite difference methods. More...
class	DMinus
	\( D_{-} \) matricial representation More...
class	DPlus
	\( D_{+} \) matricial representation More...
class	DPlusDMinus
	\( D_{+}D_{-} \) matricial representation More...
class	DZero
	\( D_{0} \) matricial representation More...
class	ExplicitEuler< Operator >
	Forward Euler scheme for finite difference methods More...
class	FiniteDifferenceModel< Evolver >
	Generic finite difference model. More...
class	ImplicitEuler< Operator >
	Backward Euler scheme for finite difference methods. More...
class	MixedScheme< Operator >
	Mixed (explicit/implicit) scheme for finite difference methods. More...
class	StepCondition< array_type >
	condition to be applied at every time step More...
class	NullCondition< array_type >
	null step condition More...
class	TRBDF2< Operator >
	TR-BDF2 scheme for finite difference methods. More...
class	TridiagonalOperator
	Base implementation for tridiagonal operator. More...

Detailed Description

This framework (corresponding to the ql/methods/finitedifferences directory) contains basic building blocks for the numerical solution of partial differential equations by means of finite-difference methods.