QuantLib: ql/methods/finitedifferences/meshers Directory Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

meshers Directory Reference

## 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 | fdmcev1dmesher.hpp
| One-dimensional mesher for the CEV model.
file | fdmhestonvariancemesher.hpp
| One-dimensional grid mesher for the variance part of the Heston model.
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 | predefined1dmesher.hpp
| One-dimensional mesher build from a given set of points.
file | uniform1dmesher.hpp
| One-dimensional simple uniform grid mesher.
file | uniformgridmesher.hpp
| uniform grid mesher