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fdmbatesop.cpp File Reference

Bates linear operator. More...

#include <ql/quotes/simplequote.hpp>
#include <ql/math/matrix.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/experimental/finitedifferences/fdmbatesop.hpp>
#include <ql/termstructures/yield/zerospreadedtermstructure.hpp>
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namespace  QuantLib

Detailed Description

Bates linear operator.

Definition in file fdmbatesop.cpp.


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