QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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1-d mesher for the Black-Scholes process (in ln(S)) More...
#include <ql/instruments/dividendschedule.hpp>
#include <ql/methods/finitedifferences/meshers/fdm1dmesher.hpp>
#include <ql/handle.hpp>
#include <ql/quote.hpp>
Go to the source code of this file.
Classes | |
class | FdmBlackScholesMesher |
Namespaces | |
namespace | QuantLib |
1-d mesher for the Black-Scholes process (in ln(S))
Definition in file fdmblackscholesmesher.hpp.