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  • Committer: Bazaar Package Importer
  • Author(s): Dirk Eddelbuettel
  • Date: 2007-12-25 12:30:57 UTC
  • mfrom: (1.2.8 upstream) (3.1.2 lenny)
  • Revision ID: james.westby@ubuntu.com-20071225123057-s8kt5k39yusaaw69
Tags: 0.9.0-1
* New upstream release
* As before, re-packaged upstream file QuantLib-docs-0.9.0.html.tar.gz 
  as described in the copyright file included with the Debian package.

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</div>
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<div id="menu">
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<h3 class="navbartitle">Version 0.8.1</h3>
 
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<h3 class="navbartitle">Version 0.9.0</h3>
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<hr>
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<li class="navlink"><a href="files.html">File List</a></li>
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<li class="navlink"><a href="functions.html">Compound Members</a></li>
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<li class="navlink"><a href="globals.html">File Members</a></li>
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<li class="navlink"><a href="todo.html">Todo List</a></li>
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<li class="navlink"><a href="bug.html">Known Bugs</a></li>
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<li class="navlink"><a href="caveats.html">Caveats</a></li>
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<li class="navlink"><a href="test.html">Test Suite</a></li>
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<li class="navlink"><a href="deprecated.html">Deprecated Features</a></li>
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<li class="navlink"><a href="examples.html">Examples</a></li>
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</ul>
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</div>
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<div id="content">
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<!--Doxygen-generated content-->
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<!-- Generated by Doxygen 1.5.2 -->
 
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<!-- Generated by Doxygen 1.5.4 -->
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<h1>Finite-differences framework</h1><hr><a name="_details"></a><h2>Detailed Description</h2>
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This framework (corresponding to the ql/FiniteDifferences directory) contains basic building blocks for the numerical solution of partial differential equations by means of finite-difference methods. 
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<p>
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<p>
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Black-Scholes-Merton differential operator. 
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<p>
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<dl compact><dt><b><a class="el" href="test.html#_test000058">Tests:</a></b></dt><dd>coefficients are tested against constant BSM operator </dd></dl>
 
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<dl compact><dt><b><a class="el" href="test.html#_test000064">Tests:</a></b></dt><dd>coefficients are tested against constant BSM operator </dd></dl>
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</div>
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</div><p>
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<div class="footer">
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<div class="endmatter">
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Documentation generated by
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<a href="http://www.doxygen.org">Doxygen</a> 1.5.2
 
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<a href="http://www.doxygen.org">Doxygen</a> 1.5.4
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</div>
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