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onefactoroperator.hpp File Reference


Detailed Description

general differential operator for one-factor interest rate models

Definition in file onefactoroperator.hpp.

#include <ql/qldefines.hpp>
#include <ql/FiniteDifferences/tridiagonaloperator.hpp>
#include <ql/ShortRateModels/onefactormodel.hpp>
#include <ql/Math/transformedgrid.hpp>
#include <ql/FiniteDifferences/pdeshortrate.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Typedefs

typedef PdeOperator< PdeShortRate > QuantLib::OneFactorOperator
 Interest-rate single factor model differential operator.


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