QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Mixed (explicit/implicit) scheme for finite difference methods. More...
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Classes | |
class | MixedScheme< Operator > |
Mixed (explicit/implicit) scheme for finite difference methods. More... | |
Namespaces | |
namespace | QuantLib |
Mixed (explicit/implicit) scheme for finite difference methods.
Definition in file mixedscheme.hpp.