QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
bsmoperator.hpp File Reference

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

#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>
#include <ql/processes/blackscholesprocess.hpp>

Go to the source code of this file.

Classes

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

Namespaces

namespace  QuantLib
 

Detailed Description

differential operator for Black-Scholes-Merton equation

Definition in file bsmoperator.hpp.