QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
fdm1dmesher.hpp File Reference

One-dimensional simple FDM mesher object working on an index. More...

#include <ql/types.hpp>
#include <vector>

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Classes

class  Fdm1dMesher
 

Namespaces

namespace  QuantLib
 

Detailed Description

One-dimensional simple FDM mesher object working on an index.

Definition in file fdm1dmesher.hpp.