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fdmhestoninnervalue.hpp File Reference

calculate the inner value for a given payoff in the Heston model More...

#include <ql/experimental/finitedifferences/fdminnervaluecalculator.hpp>
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Classes

class  QuantLib::FdmHestonInnerValue

Namespaces

namespace  QuantLib

Detailed Description

calculate the inner value for a given payoff in the Heston model

Definition in file fdmhestoninnervalue.hpp.


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