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