fdmsquarerootfwdop.hpp File Reference

Square root linear operator for the Fokker-Planck forward equation. More...

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

Go to the source code of this file.

Classes
class	FdmSquareRootFwdOp

Namespaces
namespace	QuantLib

Detailed Description

Square root linear operator for the Fokker-Planck forward equation.

Definition in file fdmsquarerootfwdop.hpp.