fdminnervaluecalculator.cpp File Reference

layer of abstraction to calculate the inner value More...

#include <ql/instruments/basketoption.hpp>
#include <ql/math/integrals/simpsonintegral.hpp>
#include <ql/methods/finitedifferences/meshers/fdmmesher.hpp>
#include <ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp>
#include <ql/methods/finitedifferences/utilities/fdminnervaluecalculator.hpp>
#include <ql/payoff.hpp>
#include <deque>
#include <utility>

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Namespaces
namespace	QuantLib

Detailed Description

layer of abstraction to calculate the inner value

Definition in file fdminnervaluecalculator.cpp.

Variable Documentation

payoff

const Payoff& payoff

Definition at line 46 of file fdminnervaluecalculator.cpp.

gridMapping_

const ext::function<Real(Real)>& gridMapping_

Definition at line 47 of file fdminnervaluecalculator.cpp.