ql/methods/finitedifferences/bsmtermoperator.hpp File Reference

differential operator for Black-Scholes-Merton equation More...

#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:


Typedefs

typedef PdeOperator< PdeBSM > BSMTermOperator
 Black-Scholes-Merton differential operator.

Detailed Description

differential operator for Black-Scholes-Merton equation