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

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
 

Detailed Description

nine point linear operator

Definition in file ninepointlinearop.hpp.