QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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nine point linear operator More...
#include <ql/math/matrixutilities/sparsematrix.hpp>
#include <ql/methods/finitedifferences/operators/fdmlinearop.hpp>
#include <memory>
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Classes | |
class | NinePointLinearOp |
Namespaces | |
namespace | QuantLib |
nine point linear operator
Definition in file ninepointlinearop.hpp.