1-d mesher for the Black-Scholes process (in ln(S)) More...
#include <ql/instruments/dividendschedule.hpp>
#include <ql/methods/finitedifferences/meshers/fdm1dmesher.hpp>
#include <ql/handle.hpp>
#include <ql/quote.hpp>
Namespaces | |
QuantLib | |
1-d mesher for the Black-Scholes process (in ln(S))