onefactoroperator.hpp File Reference

general differential operator for one-factor interest rate models More...

Include dependency graph for onefactoroperator.hpp:

Namespaces

namespace  QuantLib
 

Typedefs

typedef PdeOperator< PdeShortRate > OneFactorOperator
 Interest-rate single factor model differential operator.
 

Detailed Description

general differential operator for one-factor interest rate models