ql/experimental/finitedifferences/fdmbatesop.hpp File Reference

Bates linear operator. More...

#include <ql/processes/batesprocess.hpp>
#include <ql/math/integrals/gaussianquadratures.hpp>
#include <ql/experimental/finitedifferences/fdmhestonop.hpp>
#include <ql/experimental/finitedifferences/fdmdirichletboundary.hpp>
Include dependency graph for fdmbatesop.hpp:

Detailed Description

Bates linear operator.