ql/methods/finitedifferences/bsmoperator.hpp File Reference


Detailed Description

differential operator for Black-Scholes-Merton equation

#include <ql/methods/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...