FTQuant
0.1
ftqlib
PartialDiffEq.cpp
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1
9
#include "
ftqlib.hpp
"
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11
template
<
typename
T>
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double
PartialDiffEqPricer<T>::calculate_price
(
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const
std::function<
double
(
double
)>& payoff,
double
absolute_error) {
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return
0;
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}
PartialDiffEqPricer::calculate_price
double calculate_price(const std::function< double(double)> &payoff, double absolute_error)
Definition:
PartialDiffEq.cpp:12
ftqlib.hpp
The main header file for the FTQlib library.
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