FdHestonBarrierEngine (3) Linux Manual Page
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> Classesclass FdHestonBarrierEngine Finite-Differences Heston Barrier Option engine. Detailed DescriptionFinite-Differences Heston barrier option engine. AuthorGenerated automatically by Doxygen for QuantLib from the source code.
