Files | |
| file | concentrating1dmesher.hpp |
| One-dimensional grid mesher concentrating around critical points. | |
| file | exponentialjump1dmesher.hpp |
| mesher for a exponential jump mesher with high mean reversion rate and low jump intensity | |
| file | fdm1dmesher.hpp |
| One-dimensional simple FDM mesher object working on an index. | |
| file | fdmblackscholesmesher.hpp |
| 1-d mesher for the Black-Scholes process (in ln(S)) | |
| file | fdmblackscholesmultistrikemesher.hpp |
| 1-d mesher for the Black-Scholes process (in ln(S)) | |
| file | fdmhestonvariancemesher.hpp |
| One-dimensional grid mesher for the variance in the heston problem. | |
| file | fdmmesher.hpp |
| mesher for a fdm grid | |
| file | fdmmeshercomposite.hpp |
| FdmMesher which is a composite of Fdm1dMesher. | |
| file | fdmsimpleprocess1dmesher.hpp |
| One-dimensional grid mesher. | |
| file | uniform1dmesher.hpp |
| One-dimensional simple uniform grid mesher. | |
| file | uniformgridmesher.hpp |
| uniform grid mesher | |