operators Directory Reference

Files
file	fdm2dblackscholesop.cpp [code]
file	fdm2dblackscholesop.hpp [code]
file	fdmbatesop.cpp [code]
	Bates linear operator.
file	fdmbatesop.hpp [code]
	Bates linear operator.
file	fdmblackscholesfwdop.cpp [code]
file	fdmblackscholesfwdop.hpp [code]
	Black Scholes linear operator for the Fokker-Planck forward equation.
file	fdmblackscholesop.cpp [code]
file	fdmblackscholesop.hpp [code]
	Black Scholes linear operator.
file	fdmcevop.cpp [code]
file	fdmcevop.hpp [code]
	FDM operator for the Constant Elasticity of Variance (CEV) model.
file	fdmcirop.cpp [code]
file	fdmcirop.hpp [code]
	CIR linear operator.
file	fdmg2op.cpp [code]
file	fdmg2op.hpp [code]
	FDM G2 operator.
file	fdmhestonfwdop.cpp [code]
file	fdmhestonfwdop.hpp [code]
	Heston Fokker-Planck forward operator.
file	fdmhestonhullwhiteop.cpp [code]
file	fdmhestonhullwhiteop.hpp [code]
	Heston Hull White linear operator.
file	fdmhestonop.cpp [code]
file	fdmhestonop.hpp [code]
	Heston linear operator.
file	fdmhullwhiteop.cpp [code]
file	fdmhullwhiteop.hpp [code]
	FDM operator for the Hull-White interest rate model.
file	fdmlinearop.hpp [code]
	linear operator to model a multi dimensinal pde system
file	fdmlinearopcomposite.hpp [code]
	composite pattern for linear operators
file	fdmlinearopiterator.hpp [code]
	iterator for a linear fdm operator
file	fdmlinearoplayout.cpp [code]
file	fdmlinearoplayout.hpp [code]
	memory layout of a fdm linear operator
file	fdmlocalvolfwdop.cpp [code]
file	fdmlocalvolfwdop.hpp [code]
	local volatility linear operator for the Fokker-Planck forward equation
file	fdmornsteinuhlenbeckop.cpp [code]
file	fdmornsteinuhlenbeckop.hpp [code]
	Ornstein Uhlenbeck process.
file	fdmsabrop.cpp [code]
	FDM operator for the SABR model.
file	fdmsabrop.hpp [code]
	FDM operator for the SABR model.
file	fdmsquarerootfwdop.cpp [code]
	Fokker-Planck forward operator for an square root process.
file	fdmsquarerootfwdop.hpp [code]
	Square root linear operator for the Fokker-Planck forward equation.
file	firstderivativeop.cpp [code]
file	firstderivativeop.hpp [code]
	first derivative linear operator
file	modtriplebandlinearop.hpp [code]
	modifiable triple band linear operator
file	ninepointlinearop.cpp [code]
file	ninepointlinearop.hpp [code]
	nine point linear operator
file	nthorderderivativeop.cpp [code]
	n-th order derivative linear operator
file	nthorderderivativeop.hpp [code]
	n-th order derivative linear operator
file	numericaldifferentiation.cpp [code]
file	numericaldifferentiation.hpp [code]
	numerical differentiation of arbitrary order and on irregular grids
file	secondderivativeop.cpp [code]
file	secondderivativeop.hpp [code]
	second derivative operator
file	secondordermixedderivativeop.cpp [code]
file	secondordermixedderivativeop.hpp [code]
	second order mixed derivative linear operator
file	triplebandlinearop.cpp [code]
file	triplebandlinearop.hpp [code]
	general triple band linear operator