24#ifndef quantlib_fdm_black_scholes_mesher_hpp
25#define quantlib_fdm_black_scholes_mesher_hpp
35 class FdmQuantoHelper;
36 class YieldTermStructure;
37 class GeneralizedBlackScholesProcess;
43 const ext::shared_ptr<GeneralizedBlackScholesProcess>& process,
48 Real scaleFactor = 1.5,
51 const ext::shared_ptr<FdmQuantoHelper>& fdmQuantoHelper = {},
52 Real spotAdjustment = 0.0);
54 static ext::shared_ptr<GeneralizedBlackScholesProcess>
processHelper(
static ext::shared_ptr< GeneralizedBlackScholesProcess > processHelper(const Handle< Quote > &s0, const Handle< YieldTermStructure > &rTS, const Handle< YieldTermStructure > &qTS, Volatility vol)
Shared handle to an observable.
template class providing a null value for a given type.
Schedule of dividend dates.
One-dimensional simple FDM mesher object working on an index.
Real Time
continuous quantity with 1-year units
Real Volatility
volatility
std::size_t Size
size of a container
Globally accessible relinkable pointer.
std::vector< ext::shared_ptr< Dividend > > DividendSchedule
purely virtual base class for market observables