fdmbatesop.hpp File Reference

Bates linear operator. More...

#include <ql/math/integrals/gaussianquadratures.hpp>
#include <ql/methods/finitedifferences/operators/fdmhestonop.hpp>
#include <ql/methods/finitedifferences/utilities/fdmboundaryconditionset.hpp>

Include dependency graph for fdmbatesop.hpp:

Namespaces
	QuantLib

Detailed Description

Bates linear operator.