BSMTermOperator Class Reference
[Finite-differences framework]

#include <ql/FiniteDifferences/bsmtermoperator.hpp>

Inheritance diagram for BSMTermOperator:

Inheritance graph
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List of all members.

Detailed Description

Black-Scholes-Merton differential operator.

Tests:
coefficients are tested against constant BSM operator


Public Member Functions

 BSMTermOperator (const Array &grid, const boost::shared_ptr< BlackScholesProcess > &, Time residualTime=0.0)


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