QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
schemes Directory Reference

Files

file  boundaryconditionschemehelper.hpp
 
file  craigsneydscheme.hpp
 Craig-Sneyd operator splitting.
 
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  modifiedcraigsneydscheme.hpp
 modified Craig-Sneyd operator splitting