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...