OneFactorOperator Class Reference
[Finite-differences framework]

#include <ql/FiniteDifferences/onefactoroperator.hpp>

Inheritance diagram for OneFactorOperator:

Inheritance graph
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List of all members.

Detailed Description

Interest-rate single factor model differential operator.


Public Member Functions

 OneFactorOperator (const Array &grid, const boost::shared_ptr< OneFactorModel::ShortRateDynamics > &)


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