QuantLib: C:/dev/QuantLib/ql/methods/finitedifferences/trbdf2.hpp File Reference

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QuantLib: a free/open-source library for quantitative finance

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TR-BDF2 scheme for finite difference methods. More...

#include <ql/methods/finitedifferences/finitedifferencemodel.hpp>

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Classes
class	TRBDF2< Operator >
	TR-BDF2 scheme for finite difference methods. More...

Namespaces
namespace	QuantLib

Detailed Description

TR-BDF2 scheme for finite difference methods.

Definition in file trbdf2.hpp.