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fdmhestonop.hpp
Langue: en
Version: 376260 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/finitedifferences/fdmhestonop.hpp -Heston linear operator.
SYNOPSIS
#include <ql/processes/hestonprocess.hpp>
#include <ql/experimental/finitedifferences/fdmquantohelper.hpp>
#include <ql/experimental/finitedifferences/firstderivativeop.hpp>
#include <ql/experimental/finitedifferences/triplebandlinearop.hpp>
#include <ql/experimental/finitedifferences/ninepointlinearop.hpp>
#include <ql/experimental/finitedifferences/fdmlinearopcomposite.hpp>
Detailed Description
Heston linear operator.
Author
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