1 /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ 2 3 /* 4 Copyright (C) 2008 Andreas Gaida 5 Copyright (C) 2008 Ralph Schreyer 6 Copyright (C) 2008 Klaus Spanderen 7 8 This file is part of QuantLib, a free-software/open-source library 9 for financial quantitative analysts and developers - http://quantlib.org/ 10 11 QuantLib is free software: you can redistribute it and/or modify it 12 under the terms of the QuantLib license. You should have received a 13 copy of the license along with this program; if not, please email 14 <quantlib-dev@lists.sf.net>. The license is also available online at 15 <http://quantlib.org/license.shtml>. 16 17 This program is distributed in the hope that it will be useful, but WITHOUT 18 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS 19 FOR A PARTICULAR PURPOSE. See the license for more details. 20 */ 21 22 /*! \file secondordermixedderivativeop.hpp 23 \brief second order mixed derivative linear operator 24 */ 25 26 #ifndef quantlib_second_order_mixed_derivative_hpp 27 #define quantlib_second_order_mixed_derivative_hpp 28 29 #include <ql/methods/finitedifferences/operators/ninepointlinearop.hpp> 30 31 namespace QuantLib { 32 33 class SecondOrderMixedDerivativeOp : public NinePointLinearOp { 34 public: 35 SecondOrderMixedDerivativeOp( 36 Size d0, Size d1, const ext::shared_ptr<FdmMesher>& mesher); 37 }; 38 } 39 40 #endif 41