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

fdmhestonvariancemesher.hpp File Reference


Detailed Description

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

Definition in file fdmhestonvariancemesher.hpp.

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

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::FdmHestonVarianceMesher


Generated by  Doxygen 1.6.0   Back to index