OneFactorOperator Class Reference

#include <onefactoroperator.hpp>

Inheritance diagram for OneFactorOperator:

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Detailed Description

Interest-rate single factor model differential operator.


Public Member Functions

 OneFactorOperator (const Array &grid, const Handle< ShortRateModels::OneFactorModel::ShortRateDynamics > &process)


The documentation for this class was generated from the following file:

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