mesher for a exponential jump mesher with high mean reversion rate and low jump intensity More...
#include <ql/methods/finitedifferences/meshers/fdm1dmesher.hpp>
#include <ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp>
Classes | |
class | ExponentialJump1dMesher |
Namespaces | |
namespace | QuantLib |
mesher for a exponential jump mesher with high mean reversion rate and low jump intensity