fdmbatesop.hpp File Reference

Bates linear operator. More...

#include <ql/math/integrals/gaussianquadratures.hpp>
#include <ql/methods/finitedifferences/operators/fdmhestonop.hpp>
#include <ql/methods/finitedifferences/utilities/fdmboundaryconditionset.hpp>

Go to the source code of this file.

Classes
class	FdmBatesOp
class	FdmBatesOp::IntegroIntegrand

Namespaces
namespace	QuantLib

Detailed Description

Bates linear operator.

Definition in file fdmbatesop.hpp.