fdmhestonop.hpp

Langue: en

Autres versions - même langue

Version: 376260 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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