fdmhestonhullwhiteop (3) Linux Manual Page
ql/experimental/finitedifferences/fdmhestonhullwhiteop.hpp – Heston Hull White linear operator.
Synopsis
#include <ql/processes/hestonprocess.hpp>#include <ql/processes/hullwhiteprocess.hpp>
#include <ql/experimental/finitedifferences/firstderivativeop.hpp>
#include <ql/experimental/finitedifferences/triplebandlinearop.hpp>
#include <ql/experimental/finitedifferences/ninepointlinearop.hpp>
#include <ql/experimental/finitedifferences/fdmlinearopcomposite.hpp>