ql/experimental/finitedifferences/fdmhestoninnervalue.hpp File Reference
calculate the inner value for a given payoff in the Heston model More...
#include <ql/experimental/finitedifferences/fdminnervaluecalculator.hpp>
Include dependency graph for fdmhestoninnervalue.hpp:

Detailed Description
calculate the inner value for a given payoff in the Heston model