24#ifndef quantlib_fdm_black_scholes_multi_strike_mesher_hpp
25#define quantlib_fdm_black_scholes_multi_strike_mesher_hpp
34 class YieldTermStructure;
35 class GeneralizedBlackScholesProcess;
41 const ext::shared_ptr<GeneralizedBlackScholesProcess>& process,
42 Time maturity,
const std::vector<Real>& strikes,
44 Real scaleFactor = 1.5,
45 const std::pair<Real, Real>& cPoint
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
std::size_t Size
size of a container
Globally accessible relinkable pointer.
purely virtual base class for market observables