exponentialjump1dmesher.hpp File Reference

mesher for a exponential jump mesher with high mean reversion rate and low jump intensity More...

#include <ql/methods/finitedifferences/meshers/fdm1dmesher.hpp>
#include <ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp>

Go to the source code of this file.

Classes
class	ExponentialJump1dMesher

Namespaces
namespace	QuantLib

Detailed Description

mesher for a exponential jump mesher with high mean reversion rate and low jump intensity

Definition in file exponentialjump1dmesher.hpp.