BSMOperator Class Reference
[Finite-differences framework]

Black-Scholes-Merton differential operator. More...

#include <ql/methods/finitedifferences/bsmoperator.hpp>

Inheritance diagram for BSMOperator:

List of all members.

Public Member Functions

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


Detailed Description

Black-Scholes-Merton differential operator.