namespace fintech¶
// namespaces namespace xf::fintech::hestonfd // enums enum OptionType // classes class BinomialTree class CFB76 class CFBlackScholes class CFBlackScholesMerton class CFGarmanKohlhagen class CFQuanto class CreditDefaultSwap class Device class DeviceManager class FDHeston class HJM class HestonFD class HestonFDExecutionTime class HestonFDModelParameters class HestonFDOCLObjects class HestonFDPriceRam class HestonFDSolverParameters class HullWhiteAnalytic class LMM class LMMController class MCAmerican class MCEuropean class MCEuropeanDJE class OCLController class PopMCMC class Timestamp class Trace class fdbslv class hcf class m76 class portfolio_optimisation
ContextErrorCallback¶
#include "xf_fintech_internal.hpp"
void ContextErrorCallback ( const char* errInfo, const void* privateInfo, size_t cb, void* userData )
Display context error message to stdout