Last updated: 2023-03-16.

tf_quant_finance.math.pde.steppers.crank_nicolson.crank_nicolson_scheme

View source

Constructs the time marching scheme.

tf_quant_finance.math.pde.steppers.crank_nicolson.crank_nicolson_scheme(
    value_grid, t1, t2, equation_params_fn
)