inner value calculator for the Ornstein Uhlenbeck plus exponential jumps model (Kluge Model) More...
#include <ql/payoff.hpp>
#include <ql/methods/finitedifferences/meshers/fdmmesher.hpp>
#include <ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp>
#include <ql/methods/finitedifferences/utilities/fdminnervaluecalculator.hpp>
inner value calculator for the Ornstein Uhlenbeck plus exponential jumps model (Kluge Model)