QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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 |
Bates linear operator.
Definition in file fdmbatesop.hpp.