quant::grid_utils::DiffusionCoefficients Struct Reference

#include <grid_utils.hpp>

Public Attributes
double	dividend
bool	log_space
double	rate
double	sigma

Member Data Documentation

dividend

double quant::grid_utils::DiffusionCoefficients::dividend

log_space

bool quant::grid_utils::DiffusionCoefficients::log_space

rate

double quant::grid_utils::DiffusionCoefficients::rate

sigma

double quant::grid_utils::DiffusionCoefficients::sigma

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

• include/quant/grid_utils.hpp