quantlib.methods.finitedifferences.solvers.fdmbackwardsolver.FdmSchemeDesc

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

Bases: object

__init__(*args, **kwargs)

Methods

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

Attributes

mu
theta
type

static CraigSneyd()

static CrankNicolson()

static Douglas()

static ExplicitEuler()

static Hundsdorfer()

static ImplicitEuler()

static MethodOfLines(Real eps=0.001, Real relInitStepSize=0.01)

static ModifiedCraigSneyd()

classmethod TrBDF2(cls)