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fdmblackscholesmesher.hpp
Langue: en
Version: 377403 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/finitedifferences/fdmblackscholesmesher.hpp -1-d mesher for the Black-Scholes process (in ln(S))
SYNOPSIS
#include <ql/instruments/dividendschedule.hpp>
#include <ql/experimental/finitedifferences/fdm1dmesher.hpp>
#include <ql/handle.hpp>
#include <ql/quote.hpp>
Detailed Description
1-d mesher for the Black-Scholes process (in ln(S))
Author
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