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