24#ifndef quantlib_pdebsm_hpp
25#define quantlib_pdebsm_hpp
35 typedef ext::shared_ptr<GeneralizedBlackScholesProcess>
42 if (std::fabs(
t) < 1e-8)
t = 0;
Real diffusion(Time t, Real x) const override
PdeBSM(argument_type process)
const argument_type process_
Real drift(Time t, Real x) const override
Real discount(Time t, Real) const override
ext::shared_ptr< GeneralizedBlackScholesProcess > argument_type
@ NoFrequency
null frequency
Real Time
continuous quantity with 1-year units
General class for one dimensional PDE's.