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fdmbatesop.hpp File Reference

Bates linear operator. More...

#include <ql/processes/batesprocess.hpp>
#include <ql/math/integrals/gaussianquadratures.hpp>
#include <ql/experimental/finitedifferences/fdmhestonop.hpp>
#include <ql/experimental/finitedifferences/fdmdirichletboundary.hpp>
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class  QuantLib::FdmBatesOp
class  QuantLib::FdmBatesOp::IntegroIntegrand


namespace  QuantLib

Detailed Description

Bates linear operator.

Definition in file fdmbatesop.hpp.

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