QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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default choices for template instantiations More...
#include <ql/methods/finitedifferences/cranknicolson.hpp>
#include <ql/methods/finitedifferences/parallelevolver.hpp>
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Namespaces | |
namespace | QuantLib |
Typedefs | |
typedef FiniteDifferenceModel< CrankNicolson< TridiagonalOperator > > | StandardFiniteDifferenceModel |
Variables | |
QL_DEPRECATED_DISABLE_WARNING typedef FiniteDifferenceModel< ParallelEvolver< CrankNicolson< TridiagonalOperator > > > | StandardSystemFiniteDifferenceModel |
QL_DEPRECATED_ENABLE_WARNING typedef StepCondition< Array > | StandardStepCondition |
default choices for template instantiations
Definition in file fdtypedefs.hpp.