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fdmhestonvariancemesher.hpp File Reference

One-dimensional grid mesher for the variance in the heston problem. More...

#include <ql/processes/hestonprocess.hpp>
#include <ql/experimental/finitedifferences/fdm1dmesher.hpp>
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Classes

class  QuantLib::FdmHestonVarianceMesher

Namespaces

namespace  QuantLib

Detailed Description

One-dimensional grid mesher for the variance in the heston problem.

Definition in file fdmhestonvariancemesher.hpp.


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