ql/methods/finitedifferences/mixedscheme.hpp File Reference


Detailed Description

Mixed (explicit/implicit) scheme for finite difference methods.

#include <ql/methods/finitedifferences/finitedifferencemodel.hpp>

Include dependency graph for mixedscheme.hpp:


Namespaces

namespace  QuantLib

Classes

class  MixedScheme
 Mixed (explicit/implicit) scheme for finite difference methods. More...