fdmlinearop.hpp File Reference

linear operator to model a multi dimensinal pde system More...

#include <ql/math/array.hpp>
#include <ql/math/matrixutilities/sparsematrix.hpp>

Go to the source code of this file.

Classes
class	FdmLinearOp

Namespaces
namespace	QuantLib

Detailed Description

linear operator to model a multi dimensinal pde system

Definition in file fdmlinearop.hpp.