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Posted by Karsten Howes on Jun 29, 2004; 9:06am
URL: http://quantlib.414.s1.nabble.com/no-subject-tp3034.html

Hi,

I am considering using quantlib and I would initially like to evaluate the
finite difference framework.  I am wondering if there is any available
example code.  The AmericanOption.cpp doesnt seem to implement an FD
solver and the code in the finite difference tutorial at
http://www.quantlib.org/html/findiff.html doesn't seem to work (The method
TridiagonalOperator::setLowerBC e.g. does not appear to be defined).  
Sorry if I am missing something obvious or previously discussed - I also
couldn't figure out how to search the list archive.

Regards,
Karsten