Quantlib Finite Difference 2 dimension

Posted by Pushpendu Chakraborty on
URL: http://quantlib.414.s1.nabble.com/Quantlib-Finite-Difference-2-dimension-tp16334.html

How can I implement 2 dimension finite difference model in Quantlib ? Test code showed equity option with one dimension only I believe.

 

I would like to specify initial and boundary conditions and use Crank Nicholson for linear algebra part .

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