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

Bates linear operator. More...

#include <ql/math/integrals/gaussianquadratures.hpp>
#include <ql/methods/finitedifferences/operators/fdmhestonop.hpp>
#include <ql/methods/finitedifferences/utilities/fdmboundaryconditionset.hpp>

Go to the source code of this file.

Classes

class  FdmBatesOp
 
class  FdmBatesOp::IntegroIntegrand
 

Namespaces

namespace  QuantLib
 

Detailed Description

Bates linear operator.

Definition in file fdmbatesop.hpp.