fdhestonrebateengine.hpp File Reference

Finite-Differences Heston barrier option rebate helper engine. More...

Include dependency graph for fdhestonrebateengine.hpp:

Classes

class  FdHestonRebateEngine
 Finite-Differences Heston Barrier Option rebate helper engine. More...
 

Namespaces

 QuantLib
 

Detailed Description

Finite-Differences Heston barrier option rebate helper engine.