CoCalc -- PDE_solver.h

GitHub Repository: cantaro86/Financial-Models-Numerical-Methods
Path: blob/master/src/C/PDE_solver.h
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#ifndef PDE_SOLVER_H
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#define PDE_SOLVER_H
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#include <stdio.h>
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#include <string.h>
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#include <stdlib.h>
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#include "SOR.h"
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#include <math.h>
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double PDE_SOR(int Ns, int Nt, double S, double K, double T, double sig, double r, double w);
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#endif
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