ql/methods/finitedifferences/bsmtermoperator.hpp File Reference
Detailed Description
differential operator for Black-Scholes-Merton equation
#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/math/transformedgrid.hpp>
#include <ql/methods/finitedifferences/pdebsm.hpp>
Include dependency graph for bsmtermoperator.hpp:
Namespaces | |
| namespace | QuantLib |
Typedefs | |
| typedef PdeOperator< PdeBSM > | BSMTermOperator |
| Black-Scholes-Merton differential operator. | |