ql/methods/finitedifferences/fdtypedefs.hpp File Reference


Detailed Description

default choices for template instantiations

#include <ql/methods/finitedifferences/cranknicolson.hpp>
#include <ql/methods/finitedifferences/parallelevolver.hpp>

Include dependency graph for fdtypedefs.hpp:


Namespaces

namespace  QuantLib

Typedefs

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