FdHestonBarrierEngine (3) Linux Manual Page
NAME
ql/experimental/finitedifferences/fdhestonbarrierengine.hpp – Finite-Differences Heston barrier option engine.
SYNOPSIS
#include <ql/experimental/finitedifferences/dividendbarrieroption.hpp>
#include <ql/models/equity/hestonmodel.hpp>
#include <ql/pricingengines/genericmodelengine.hpp>
Classes
class FdHestonBarrierEngine
Finite-Differences Heston Barrier Option engine.
Detailed Description
Finite-Differences Heston barrier option engine.
Author
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