ql/methods/finitedifferences/pde.hpp File Reference
General class for one dimensional PDE's. More...
#include <ql/math/array.hpp>
#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>
#include <ql/math/transformedgrid.hpp>
Include dependency graph for pde.hpp:

Detailed Description
General class for one dimensional PDE's.