ql/methods/finitedifferences/onefactoroperator.hpp File Reference
general differential operator for one-factor interest rate models More...
#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>
#include <ql/models/shortrate/onefactormodel.hpp>
#include <ql/math/transformedgrid.hpp>
#include <ql/methods/finitedifferences/pdeshortrate.hpp>
Include dependency graph for onefactoroperator.hpp:

Typedefs | |
typedef PdeOperator< PdeShortRate > | OneFactorOperator |
Interest-rate single factor model differential operator. |
Detailed Description
general differential operator for one-factor interest rate models