fdmg2op.hpp File Reference

FDM G2 operator. More...

#include <ql/methods/finitedifferences/operators/ninepointlinearop.hpp>
#include <ql/methods/finitedifferences/operators/triplebandlinearop.hpp>
#include <ql/methods/finitedifferences/operators/fdmlinearopcomposite.hpp>

Go to the source code of this file.

Classes
class	FdmG2Op

Namespaces
namespace	QuantLib

Detailed Description

FDM G2 operator.

Definition in file fdmg2op.hpp.