QuantLib: a free/open-source library for quantitative finance
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fdtypedefs.hpp
1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
5
6 This file is part of QuantLib, a free-software/open-source library
7 for financial quantitative analysts and developers - http://quantlib.org/
8
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
11 copy of the license along with this program; if not, please email
12 <quantlib-dev@lists.sf.net>. The license is also available online at
13 <http://quantlib.org/license.shtml>.
14
15 This program is distributed in the hope that it will be useful, but WITHOUT
16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17 FOR A PARTICULAR PURPOSE. See the license for more details.
18*/
19
24#ifndef quantlib_fd_typedefs_hpp
25#define quantlib_fd_typedefs_hpp
26
27#include <ql/methods/finitedifferences/cranknicolson.hpp>
28#include <ql/methods/finitedifferences/parallelevolver.hpp>
29
30namespace QuantLib {
31
35 [[deprecated("Define your typedef if needed")]]
36 typedef FiniteDifferenceModel<
37 CrankNicolson<TridiagonalOperator> >
39
40 QL_DEPRECATED_DISABLE_WARNING
41
45 [[deprecated("Define your typedef if needed")]]
49
50 QL_DEPRECATED_ENABLE_WARNING
51
55 [[deprecated("Define your typedef if needed")]]
57
58}
59
60
61#endif
Crank-Nicolson scheme for finite difference methods.
Generic finite difference model.
condition to be applied at every time step
Definition: any.hpp:35
QL_DEPRECATED_DISABLE_WARNING typedef FiniteDifferenceModel< ParallelEvolver< CrankNicolson< TridiagonalOperator > > > StandardSystemFiniteDifferenceModel
Definition: fdtypedefs.hpp:48
FiniteDifferenceModel< CrankNicolson< TridiagonalOperator > > StandardFiniteDifferenceModel
Definition: fdtypedefs.hpp:38
QL_DEPRECATED_ENABLE_WARNING typedef StepCondition< Array > StandardStepCondition
Definition: fdtypedefs.hpp:56