fdmblackscholesmesher.hpp

Langue: en

Version: 377403 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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