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