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>
Bates linear operator.