QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Namespaces | Typedefs | Variables
fdtypedefs.hpp File Reference

default choices for template instantiations More...

#include <ql/methods/finitedifferences/cranknicolson.hpp>
#include <ql/methods/finitedifferences/parallelevolver.hpp>

Go to the source code of this file.

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
 

Detailed Description

default choices for template instantiations

Definition in file fdtypedefs.hpp.