QuantLib: C:/dev/QuantLib/ql/methods/finitedifferences/meshers/fdm1dmesher.hpp File Reference

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QuantLib: a free/open-source library for quantitative finance

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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.