fdmblackscholesmultistrikemesher.hpp File Reference

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	FdmBlackScholesMultiStrikeMesher

Namespaces
namespace	QuantLib

Detailed Description

1-d mesher for the Black-Scholes process (in ln(S))

Definition in file fdmblackscholesmultistrikemesher.hpp.