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fdmhestoninnervalue.hpp
Langue: en
Version: 162509 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/finitedifferences/fdmhestoninnervalue.hpp - calculate the inner value for a given payoff in the Heston modelSYNOPSIS
#include <ql/experimental/finitedifferences/fdminnervaluecalculator.hpp>
Detailed Description
calculate the inner value for a given payoff in the Heston model
Author
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