ql/methods/finitedifferences/bsmoperator.hpp File Reference
differential operator for Black-Scholes-Merton equation More...
#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>
#include <ql/processes/blackscholesprocess.hpp>
Include dependency graph for bsmoperator.hpp:

Classes | |
class | BSMOperator |
Black-Scholes-Merton differential operator. More... |
Detailed Description
differential operator for Black-Scholes-Merton equation