ql/experimental/finitedifferences/fdmhestonvariancemesher.hpp File Reference

One-dimensional grid mesher for the variance in the heston problem. More...

#include <ql/processes/hestonprocess.hpp>
#include <ql/experimental/finitedifferences/fdm1dmesher.hpp>

Include dependency graph for fdmhestonvariancemesher.hpp:


Detailed Description

One-dimensional grid mesher for the variance in the heston problem.