fdmhestonhullwhiteop (3) - Linux Manuals

fdmhestonhullwhiteop: Heston Hull White linear operator.

NAME

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>

Detailed Description

Heston Hull White linear operator.

Author

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