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fdmblackscholesmultistrikemesher.hpp File Reference


Detailed Description

1-d mesher for the Black-Scholes process (in ln(S))

Definition in file fdmblackscholesmultistrikemesher.hpp.

#include <ql/instruments/dividendschedule.hpp>
#include <ql/experimental/finitedifferences/fdm1dmesher.hpp>
#include <ql/handle.hpp>
#include <ql/quote.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::FdmBlackScholesMultiStrikeMesher


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