23#ifndef quantlib_fdm_hull_white_solver_hpp
24#define quantlib_fdm_hull_white_solver_hpp
26#include <ql/handle.hpp>
27#include <ql/patterns/lazyobject.hpp>
28#include <ql/methods/finitedifferences/solvers/fdmsolverdesc.hpp>
29#include <ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp>
52 mutable ext::shared_ptr<Fdm1DimSolver>
solver_;
void performCalculations() const override
ext::shared_ptr< Fdm1DimSolver > solver_
const FdmSolverDesc solverDesc_
const Handle< HullWhite > model_
Real valueAt(Real r) const
const FdmSchemeDesc schemeDesc_
Shared handle to an observable.
Framework for calculation on demand and result caching.
static FdmSchemeDesc Hundsdorfer()