24#ifndef quantlib_fd_typedefs_hpp
25#define quantlib_fd_typedefs_hpp
27#include <ql/methods/finitedifferences/cranknicolson.hpp>
28#include <ql/methods/finitedifferences/parallelevolver.hpp>
35 [[deprecated(
"Define your typedef if needed")]]
36 typedef FiniteDifferenceModel<
37 CrankNicolson<TridiagonalOperator> >
40 QL_DEPRECATED_DISABLE_WARNING
45 [[deprecated(
"Define your typedef if needed")]]
50 QL_DEPRECATED_ENABLE_WARNING
55 [[deprecated(
"Define your typedef if needed")]]
Crank-Nicolson scheme for finite difference methods.
Generic finite difference model.
condition to be applied at every time step
QL_DEPRECATED_DISABLE_WARNING typedef FiniteDifferenceModel< ParallelEvolver< CrankNicolson< TridiagonalOperator > > > StandardSystemFiniteDifferenceModel
FiniteDifferenceModel< CrankNicolson< TridiagonalOperator > > StandardFiniteDifferenceModel
QL_DEPRECATED_ENABLE_WARNING typedef StepCondition< Array > StandardStepCondition