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pdeshortrate.hpp
Langue: en
Version: 379505 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/methods/finitedifferences/pdeshortrate.hpp -adapter to short rate
SYNOPSIS
#include <ql/methods/finitedifferences/pde.hpp>
#include <ql/models/shortrate/onefactormodel.hpp>
#include <ql/stochasticprocess.hpp>
Detailed Description
adapter to short rate
Author
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