pde.hpp File Reference

General class for one dimensional PDE's. More...

#include <ql/math/array.hpp>
#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>
#include <ql/math/transformedgrid.hpp>

Go to the source code of this file.

Classes
class	PdeSecondOrderParabolic
class	PdeConstantCoeff< PdeClass >
class	GenericTimeSetter< PdeClass >
class	PdeOperator< PdeClass >

Namespaces
namespace	QuantLib

Detailed Description

General class for one dimensional PDE's.

Definition in file pde.hpp.