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