fdmhestoninnervalue.hpp

Langue: en

Version: 162509 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/finitedifferences/fdmhestoninnervalue.hpp - calculate the inner value for a given payoff in the Heston model

SYNOPSIS


#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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