fdmklugeextouop.hpp File Reference

Kluge process (power) plus Ornstein Uhlenbeck process (gas) More...

#include <ql/methods/finitedifferences/operators/ninepointlinearop.hpp>
#include <ql/methods/finitedifferences/operators/fdmlinearopcomposite.hpp>
#include <ql/methods/finitedifferences/utilities/fdmboundaryconditionset.hpp>

Go to the source code of this file.

Classes
class	FdmKlugeExtOUOp

Namespaces
namespace	QuantLib

Detailed Description

Kluge process (power) plus Ornstein Uhlenbeck process (gas)

Definition in file fdmklugeextouop.hpp.