fdmhestonvariancemesher.cpp File Reference

#include <ql/math/functional.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
#include <ql/math/distributions/chisquaredistribution.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/integrals/gausslobattointegral.hpp>
#include <ql/termstructures/volatility/equityfx/localvoltermstructure.hpp>
#include <ql/methods/finitedifferences/meshers/fdmhestonvariancemesher.hpp>
#include <boost/accumulators/accumulators.hpp>
#include <boost/accumulators/statistics/mean.hpp>
#include <boost/accumulators/statistics/stats.hpp>
#include <set>
#include <algorithm>

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Namespaces
namespace	QuantLib

Variable Documentation

variance

LinearInterpolation variance

Definition at line 45 of file fdmhestonvariancemesher.cpp.