forward/explicit euler solver

Posted by Sashan Govender on Dec 26, 2006; 6:29am
URL: http://quantlib.414.s1.nabble.com/forward-explicit-euler-solver-tp11395.html

Hi

I downloaded quantlib and had a look at the euler solver
(expliciteuler.hpp) but all I can find is the interface to the class.
I can't find the implementation, the code that does f(x + h) = h*f'(x)
+ f(x). I've implemented an euler solver class in some work I did at
university in physically based animation and am curious about
financial mathematics.

Thanks