Bates linear operator. More...
#include <ql/math/integrals/gaussianquadratures.hpp>
#include <ql/methods/finitedifferences/operators/fdmhestonop.hpp>
#include <ql/methods/finitedifferences/utilities/fdmboundaryconditionset.hpp>
Namespaces | |
QuantLib | |
Bates linear operator.