dynprogvppintrinsicvalueengine.cpp File Reference

#include <ql/experimental/finitedifferences/dynprogvppintrinsicvalueengine.hpp>
#include <ql/experimental/finitedifferences/fdmvppstepconditionfactory.hpp>
#include <ql/methods/finitedifferences/meshers/fdmmeshercomposite.hpp>
#include <ql/methods/finitedifferences/meshers/uniform1dmesher.hpp>
#include <ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp>
#include <ql/methods/finitedifferences/utilities/fdminnervaluecalculator.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <utility>

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Namespaces
namespace	QuantLib

Variable Documentation

heatRate_

const Real heatRate_

private

Definition at line 54 of file dynprogvppintrinsicvalueengine.cpp.

fuelPrices_

const std::vector<Real>& fuelPrices_

private

Definition at line 55 of file dynprogvppintrinsicvalueengine.cpp.

powerPrices_

const std::vector<Real>& powerPrices_

private

Definition at line 56 of file dynprogvppintrinsicvalueengine.cpp.