ql/numericalmethod.hpp File Reference
Detailed Description
Numerical method class.
#include <ql/timegrid.hpp>
#include <ql/Math/array.hpp>
Include dependency graph for numericalmethod.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | NumericalMethod |
Numerical method (tree, finite-differences) base class. More... |