BSMOperator Class Reference
[Finite-differences framework]

#include <ql/FiniteDifferences/bsmoperator.hpp>

Inheritance diagram for BSMOperator:

Inheritance graph
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List of all members.

Detailed Description

Black-Scholes-Merton differential operator.


Public Member Functions

 BSMOperator (Size size, Real dx, Rate r, Rate q, Volatility sigma)
 BSMOperator (const Array &grid, const boost::shared_ptr< BlackScholesProcess > &, Time residualTime)