Table of Contents

Enum FdmSchemeDescFdmSchemeType

Namespace
NanoQL.Methods
Assembly
NanoQL.dll

The type of a finite-difference scheme: QuantLib's FdmSchemeDesc::FdmSchemeType.

public enum FdmSchemeDescFdmSchemeType

Fields

CraigSneydType = 2

The Craig-Sneyd scheme.

CrankNicolsonType = 8

The Crank-Nicolson scheme.

DouglasType = 1

The Douglas scheme.

ExplicitEulerType = 5

The explicit Euler scheme.

HundsdorferType = 0

The Hundsdorfer-Verwer scheme.

ImplicitEulerType = 4

The implicit Euler scheme.

MethodOfLinesType = 6

The method of lines.

ModifiedCraigSneydType = 3

The modified Craig-Sneyd scheme.

TrBDF2Type = 7

The TR-BDF2 scheme.