ql/FiniteDifferences/bsmoperator.hpp File Reference
Detailed Description
differential operator for Black-Scholes-Merton equation
#include <ql/FiniteDifferences/tridiagonaloperator.hpp>
#include <ql/Processes/blackscholesprocess.hpp>
Include dependency graph for bsmoperator.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | BSMOperator |
Black-Scholes-Merton differential operator. More... |