QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
mixedscheme.hpp File Reference

Mixed (explicit/implicit) scheme for finite difference methods. More...

#include <ql/methods/finitedifferences/finitedifferencemodel.hpp>
#include <utility>

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Classes

class  MixedScheme< Operator >
 Mixed (explicit/implicit) scheme for finite difference methods. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Mixed (explicit/implicit) scheme for finite difference methods.

Definition in file mixedscheme.hpp.