Heston linear operator. More...
#include <ql/processes/hestonprocess.hpp>#include <ql/methods/finitedifferences/utilities/fdmquantohelper.hpp>#include <ql/methods/finitedifferences/operators/firstderivativeop.hpp>#include <ql/methods/finitedifferences/operators/triplebandlinearop.hpp>#include <ql/methods/finitedifferences/operators/ninepointlinearop.hpp>#include <ql/methods/finitedifferences/operators/fdmlinearopcomposite.hpp>
Heston linear operator.