ql/FiniteDifferences/mixedscheme.hpp File Reference
Detailed Description
Mixed (explicit/implicit) scheme for finite difference methods.
#include <ql/FiniteDifferences/finitedifferencemodel.hpp>
Include dependency graph for mixedscheme.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | MixedScheme |
| Mixed (explicit/implicit) scheme for finite difference methods. More... | |