ql/FiniteDifferences/fdtypedefs.hpp File Reference
Detailed Description
default choices for template instantiations
#include <ql/FiniteDifferences/cranknicolson.hpp>
#include <ql/FiniteDifferences/parallelevolver.hpp>
Include dependency graph for fdtypedefs.hpp:

Namespaces | |
namespace | QuantLib |
Typedefs | |
typedef FiniteDifferenceModel< CrankNicolson< TridiagonalOperator > > | QuantLib::StandardFiniteDifferenceModel |
default choice for finite-difference model | |
typedef FiniteDifferenceModel< ParallelEvolver< CrankNicolson< TridiagonalOperator > > > | QuantLib::StandardSystemFiniteDifferenceModel |
default choice for parallel finite-difference model | |
typedef StepCondition< Array > | QuantLib::StandardStepCondition |
default choice for step condition | |
typedef CurveDependentStepCondition< Array > | QuantLib::StandardCurveDependentStepCondition |