adaptiverungekutta.hpp File Reference

Runge-Kutta ODE integration. More...

#include <ql/types.hpp>
#include <ql/errors.hpp>
#include <ql/functional.hpp>
#include <vector>
#include <cmath>
#include <complex>

Go to the source code of this file.

Classes
class	AdaptiveRungeKutta< T >
struct	OdeFctWrapper< T >

Namespaces
namespace	QuantLib
namespace	QuantLib::detail

Detailed Description

Runge-Kutta ODE integration.

Runge Kutta method with adaptive stepsize as described in Numerical Recipes in C, Chapter 16.2

Definition in file adaptiverungekutta.hpp.