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file | concentrating1dmesher.hpp |
| One-dimensional grid mesher concentrating around critical points.
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file | exponentialjump1dmesher.hpp |
| mesher for a exponential jump mesher with high mean reversion rate and low jump intensity
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file | fdm1dmesher.hpp |
| One-dimensional simple FDM mesher object working on an index.
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file | fdmblackscholesmesher.hpp |
| 1-d mesher for the Black-Scholes process (in ln(S))
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file | fdmblackscholesmultistrikemesher.hpp |
| 1-d mesher for the Black-Scholes process (in ln(S))
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file | fdmcev1dmesher.hpp |
| One-dimensional mesher for the CEV model.
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file | fdmhestonvariancemesher.hpp |
| One-dimensional grid mesher for the variance part of the Heston model.
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file | fdmmesher.hpp |
| mesher for a fdm grid
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file | fdmmeshercomposite.hpp |
| FdmMesher which is a composite of Fdm1dMesher.
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file | fdmsimpleprocess1dmesher.hpp |
| One-dimensional grid mesher.
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file | predefined1dmesher.hpp |
| One-dimensional mesher build from a given set of points.
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file | uniform1dmesher.hpp |
| One-dimensional simple uniform grid mesher.
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file | uniformgridmesher.hpp |
| uniform grid mesher
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