fdmlgmop.hpp File Reference

finite difference operator LGM model More...

#include <ql/methods/finitedifferences/operators/fdmlinearopcomposite.hpp>
#include <ql/methods/finitedifferences/operators/firstderivativeop.hpp>
#include <ql/methods/finitedifferences/operators/triplebandlinearop.hpp>
#include <ql/stochasticprocess.hpp>

Classes
class	FdmLgmOp

Detailed Description

finite difference operator LGM model