ql/methods/finitedifferences/operatorfactory.hpp File Reference
Detailed Description
Factory for finite difference operators.
#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/methods/finitedifferences/bsmoperator.hpp>
#include <ql/methods/finitedifferences/bsmtermoperator.hpp>
#include <ql/methods/finitedifferences/onefactoroperator.hpp>
Include dependency graph for operatorfactory.hpp:

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