QuantLib 0.3.11
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Reference manual
ql/FiniteDifferences/onefactoroperator.hpp File Reference
Detailed Description
general differential operator for one-factor interest rate models
#include <ql/qldefines.hpp>
#include <ql/FiniteDifferences/tridiagonaloperator.hpp>
#include <ql/ShortRateModels/onefactormodel.hpp>
Include dependency graph for onefactoroperator.hpp:
Namespaces | |
| namespace | QuantLib |
Classes | |
| class | OneFactorOperator |
| Interest-rate single factor model differential operator. More... | |
