bsmtermoperator.hpp File Reference

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

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

Go to the source code of this file.

Namespaces
namespace	QuantLib

Typedefs
typedef PdeOperator< PdeBSM >	BSMTermOperator

Detailed Description

differential operator for Black-Scholes-Merton equation

Definition in file bsmtermoperator.hpp.