lgmconvolutionsolver2.hpp File Reference

numeric convolution solver for the LGM model using RandoMVariable More...

#include <qle/math/randomvariable.hpp>
#include <qle/models/lgmbackwardsolver.hpp>

Classes
class	LgmConvolutionSolver2
	Numerical convolution solver for the LGM model. More...

Detailed Description

numeric convolution solver for the LGM model using RandoMVariable