fdmbatesop.cpp File Reference

Bates linear operator. More...

#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/matrix.hpp>
#include <ql/methods/finitedifferences/meshers/fdmmesher.hpp>
#include <ql/methods/finitedifferences/operators/fdmbatesop.hpp>
#include <ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp>
#include <ql/methods/finitedifferences/utilities/fdmdirichletboundary.hpp>
#include <ql/processes/batesprocess.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/termstructures/yield/zerospreadedtermstructure.hpp>
#include <utility>

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Namespaces
namespace	QuantLib

Detailed Description

Bates linear operator.

Definition in file fdmbatesop.cpp.