pde.hpp File Reference

General class for one dimensional PDE's. More...

#include <ql/math/array.hpp>
#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>
#include <ql/math/transformedgrid.hpp>

Include dependency graph for pde.hpp:

Namespaces
namespace	QuantLib

Detailed Description

General class for one dimensional PDE's.