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fdmhestoninnervalue.hpp File Reference


Detailed Description

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

Definition in file fdmhestoninnervalue.hpp.

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

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::FdmHestonInnerValue


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