A free/open-source library for quantitative finance
Reference manual - version 1.20
ql
methods
finitedifferences
schemes
schemes Directory Reference
Files
file
boundaryconditionschemehelper.hpp
file
craigsneydscheme.hpp
Craig-Sneyd operator splitting.
file
cranknicolsonscheme.hpp
Crank-Nicolson scheme.
file
douglasscheme.hpp
Douglas operator splitting.
file
expliciteulerscheme.hpp
explicit-Euler scheme
file
hundsdorferscheme.hpp
Hundsdorfer operator splitting.
file
impliciteulerscheme.hpp
Implicit-Euler scheme.
file
methodoflinesscheme.hpp
Method of Lines scheme.
file
modifiedcraigsneydscheme.hpp
modified Craig-Sneyd operator splitting
file
trbdf2scheme.hpp
trapezoidal BDF2 scheme
Generated by
Doxygen
1.8.20