andreasenhugevolatilityinterpl.cpp File Reference

#include <ql/exercise.hpp>
#include <ql/instruments/vanillaoption.hpp>
#include <ql/math/array.hpp>
#include <ql/math/comparison.hpp>
#include <ql/math/interpolations/backwardflatinterpolation.hpp>
#include <ql/math/interpolations/cubicinterpolation.hpp>
#include <ql/methods/finitedifferences/meshers/concentrating1dmesher.hpp>
#include <ql/methods/finitedifferences/meshers/fdmmeshercomposite.hpp>
#include <ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp>
#include <ql/methods/finitedifferences/operators/firstderivativeop.hpp>
#include <ql/methods/finitedifferences/operators/secondderivativeop.hpp>
#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>
#include <ql/pricingengines/blackcalculator.hpp>
#include <ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/timegrid.hpp>
#include <ql/utilities/null.hpp>
#include <cmath>
#include <limits>
#include <utility>

Go to the source code of this file.

Namespaces
namespace	QuantLib

Variable Documentation

y

Real y

Examples

GlobalOptimizer.cpp.

Definition at line 46 of file andreasenhugevolatilityinterpl.cpp.

n

Size n

Examples

DiscreteHedging.cpp, and GlobalOptimizer.cpp.

Definition at line 47 of file andreasenhugevolatilityinterpl.cpp.