Implement finitedifference europen engine to clue the finite difference (ie. cranknicolson) stuff together so that we can ...

Bug #1209690 reported by Ueli Hofstetter on 2009-02-12
6
This bug affects 1 person
Affects Status Importance Assigned to Milestone
JQuantLib
Medium
Unassigned

Bug Description

Implement finitedifference europen engine to clue the finite difference (ie. cranknicolson) stuff together so that we can test the entire stuff.

@richard: not sure whether this fits with your release plan/ sb. is already working on it, so please approve or postpone this issue. i was just struggling over it reviewing finite difference stuff and looking for a good way to test it.

cheers

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