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fdmblackscholesmultistrikemesher.hpp File Reference

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

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

class  QuantLib::FdmBlackScholesMultiStrikeMesher

Namespaces

namespace  QuantLib

Detailed Description

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

Definition in file fdmblackscholesmultistrikemesher.hpp.


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