QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
Loading...
Searching...
No Matches
parallelevolver.hpp
Go to the documentation of this file.
1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2005 Joseph Wang
5
6 This file is part of QuantLib, a free-software/open-source library
7 for financial quantitative analysts and developers - http://quantlib.org/
8
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
11 copy of the license along with this program; if not, please email
12 <quantlib-dev@lists.sf.net>. The license is also available online at
13 <http://quantlib.org/license.shtml>.
14
15 This program is distributed in the hope that it will be useful, but WITHOUT
16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17 FOR A PARTICULAR PURPOSE. See the license for more details.
18*/
19
20/*! \file parallelevolver.hpp
21 \brief Parallel evolver for multiple arrays
22
23 This class takes the evolver class and creates a new class which evolves
24 each of the evolvers in parallel. Part of what this does is to take the
25 types for each evolver class and then wrapper them so that they create
26 new types which are sets of the old types.
27
28 This class is intended to be run in situations where there are parallel
29 differential equations such as with some convertible bond models.
30*/
31
32#ifndef quantlib_system_evolver_hpp
33#define quantlib_system_evolver_hpp
34
35// Deprecated in version 1.37
36#pragma message("Warning: this file is empty and will disappear in a future release; do not include it.")
37
38
39#endif