QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
Loading...
Searching...
No Matches
meshers Directory Reference

Files

file  concentrating1dmesher.cpp [code]
 One-dimensional grid mesher concentrating around critical points.
 
file  concentrating1dmesher.hpp [code]
 One-dimensional grid mesher concentrating around critical points.
 
file  exponentialjump1dmesher.cpp [code]
 mesher for a exponential jump mesher with high mean reversion rate and low jump intensity
 
file  exponentialjump1dmesher.hpp [code]
 mesher for a exponential jump mesher with high mean reversion rate and low jump intensity
 
file  fdm1dmesher.hpp [code]
 One-dimensional simple FDM mesher object working on an index.
 
file  fdmblackscholesmesher.cpp [code]
 1-d mesher for the Black-Scholes process (in ln(S))
 
file  fdmblackscholesmesher.hpp [code]
 1-d mesher for the Black-Scholes process (in ln(S))
 
file  fdmblackscholesmultistrikemesher.cpp [code]
 1-d mesher for the Black-Scholes process (in ln(S))
 
file  fdmblackscholesmultistrikemesher.hpp [code]
 1-d mesher for the Black-Scholes process (in ln(S))
 
file  fdmcev1dmesher.cpp [code]
 
file  fdmcev1dmesher.hpp [code]
 One-dimensional mesher for the CEV model.
 
file  fdmhestonvariancemesher.cpp [code]
 
file  fdmhestonvariancemesher.hpp [code]
 One-dimensional grid mesher for the variance part of the Heston model.
 
file  fdmmesher.hpp [code]
 mesher for a fdm grid
 
file  fdmmeshercomposite.cpp [code]
 
file  fdmmeshercomposite.hpp [code]
 FdmMesher which is a composite of Fdm1dMesher.
 
file  fdmsimpleprocess1dmesher.cpp [code]
 
file  fdmsimpleprocess1dmesher.hpp [code]
 One-dimensional grid mesher.
 
file  predefined1dmesher.hpp [code]
 One-dimensional mesher build from a given set of points.
 
file  uniform1dmesher.hpp [code]
 One-dimensional simple uniform grid mesher.
 
file  uniformgridmesher.cpp [code]
 
file  uniformgridmesher.hpp [code]
 uniform grid mesher