general differential operator for one-factor interest rate models More...
#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>#include <ql/models/shortrate/onefactormodel.hpp>#include <ql/math/transformedgrid.hpp>#include <ql/methods/finitedifferences/pdeshortrate.hpp>
Typedefs | |
| typedef PdeOperator< PdeShortRate > | OneFactorOperator |
| Interest-rate single factor model differential operator. | |
general differential operator for one-factor interest rate models