Files | |
file | concentrating1dmesher.hpp |
One-dimensional grid mesher concentrating around critical points. | |
file | exponentialjump1dmesher.hpp |
mesher for a exponential jump mesher with high mean reversion rate and low jump intensity | |
file | fdm1dmesher.hpp |
One-dimensional simple FDM mesher object working on an index. | |
file | fdmblackscholesmesher.hpp |
1-d mesher for the Black-Scholes process (in ln(S)) | |
file | fdmblackscholesmultistrikemesher.hpp |
1-d mesher for the Black-Scholes process (in ln(S)) | |
file | fdmhestonvariancemesher.hpp |
One-dimensional grid mesher for the variance in the heston problem. | |
file | fdmmesher.hpp |
mesher for a fdm grid | |
file | fdmmeshercomposite.hpp |
FdmMesher which is a composite of Fdm1dMesher. | |
file | fdmsimpleprocess1dmesher.hpp |
One-dimensional grid mesher. | |
file | predefined1dmesher.hpp |
One-dimensional mesher build from a given set of points. | |
file | uniform1dmesher.hpp |
One-dimensional simple uniform grid mesher. | |
file | uniformgridmesher.hpp |
uniform grid mesher | |