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quant-pricer-cpp
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Grid specification for PDE solver. More...
#include <pde.hpp>
Public Attributes | |
| int | num_space |
| int | num_time |
| double | s_max_mult |
| double | stretch {0.0} |
Grid specification for PDE solver.
| int quant::pde::GridSpec::num_space |
| int quant::pde::GridSpec::num_time |
| double quant::pde::GridSpec::s_max_mult |
| double quant::pde::GridSpec::stretch {0.0} |