fdmhullwhitemesher.hpp

Langue: en

Version: 374480 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/finitedifferences/fdmhullwhitemesher.hpp -

One-dimensional grid mesher for the Hull-White short rate process.

SYNOPSIS


#include <ql/experimental/finitedifferences/fdm1dmesher.hpp>
#include <boost/shared_ptr.hpp>

Detailed Description

One-dimensional grid mesher for the Hull-White short rate process.

Author

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