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