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Reference manual - version qle_version
FdmBlackScholesMesher Member List

This is the complete list of members for FdmBlackScholesMesher, including all inherited members.

FdmBlackScholesMesher(Size size, const ext::shared_ptr< GeneralizedBlackScholesProcess > &process, Time maturity, Real strike, Real xMinConstraint=Null< Real >(), Real xMaxConstraint=Null< Real >(), Real eps=0.0001, Real scaleFactor=1.5, const std::vector< boost::tuple< Real, Real, bool >> &cPoints={}, const DividendSchedule &dividendSchedule=DividendSchedule(), const ext::shared_ptr< FdmQuantoHelper > &fdmQuantoHelper=ext::shared_ptr< FdmQuantoHelper >(), Real spotAdjustment=0.0) (defined in FdmBlackScholesMesher)FdmBlackScholesMesher
processHelper(const Handle< Quote > &s0, const Handle< YieldTermStructure > &rTS, const Handle< YieldTermStructure > &qTS, Volatility vol) (defined in FdmBlackScholesMesher)FdmBlackScholesMesherstatic