ql/FiniteDifferences/pde.hpp File Reference


Detailed Description

General class for one dimensional PDE's.

#include <ql/Math/array.hpp>
#include <ql/FiniteDifferences/tridiagonaloperator.hpp>
#include <ql/Math/transformedgrid.hpp>

Include dependency graph for pde.hpp:


Namespaces

namespace  QuantLib