QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
solvers Directory Reference

Files

file  fdm1dimsolver.hpp
 
file  fdm2dblackscholessolver.hpp
 
file  fdm2dimsolver.hpp
 
file  fdm3dimsolver.hpp
 
file  fdmbackwardsolver.hpp
 
file  fdmbatessolver.hpp
 
file  fdmblackscholessolver.hpp
 
file  fdmg2solver.hpp
 
file  fdmhestonhullwhitesolver.hpp
 
file  fdmhestonsolver.hpp
 
file  fdmhullwhitesolver.hpp
 
file  fdmndimsolver.hpp
 
file  fdmsimple2dbssolver.hpp
 
file  fdmsolverdesc.hpp