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fdmhestonlikesolverfactory.hpp File Reference

factory for Heston like solvers aka. processes that are derived from HestonProcess More...

#include <ql/experimental/finitedifferences/fdmbackwardsolver.hpp>
#include <ql/experimental/finitedifferences/fdmdirichletboundary.hpp>
#include <ql/handle.hpp>
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Classes

class  QuantLib::FdmHestonLikeSolverFactory

Namespaces

namespace  QuantLib

Detailed Description

factory for Heston like solvers aka. processes that are derived from HestonProcess

Definition in file fdmhestonlikesolverfactory.hpp.


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