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

linear operator to model a multi dimensinal pde system More...

#include <ql/math/array.hpp>
#include <ql/math/matrixutilities/sparsematrix.hpp>

Go to the source code of this file.

Classes

class  FdmLinearOp
 

Namespaces

namespace  QuantLib
 

Detailed Description

linear operator to model a multi dimensinal pde system

Definition in file fdmlinearop.hpp.