24#ifndef quantlib_pdebsm_hpp
25#define quantlib_pdebsm_hpp
27#include <ql/methods/finitedifferences/pde.hpp>
28#include <ql/processes/blackscholesprocess.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