Logo Search packages:      
Sourcecode: quantlib version File versions  Download package

fdmhullwhitemesher.hpp File Reference


Detailed Description

One-dimensional grid mesher for the Hull-White short rate process.

Definition in file fdmhullwhitemesher.hpp.

#include <ql/experimental/finitedifferences/fdm1dmesher.hpp>
#include <boost/shared_ptr.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::FdmHullWhiteMesher


Generated by  Doxygen 1.6.0   Back to index