quantlib.methods.finitedifferences.solvers.fdmbackwardsolver.

FdmSchemeDesc

class FdmSchemeDesc(FdmSchemeType type, Real theta, Real mu)

Bases: object

Attributes:

mu

theta

type

Methods

CraigSneyd()
CrankNicolson()
Douglas()
ExplicitEuler()
Hundsdorfer()
ImplicitEuler()
MethodOfLines(Real eps=0.001, ...)
ModifiedCraigSneyd()
TrBDF2(cls)