finitedifferences Directory Reference

Directories
directory	meshers
directory	operators
directory	schemes
directory	solvers
directory	stepconditions
directory	utilities

Files
file	boundarycondition.cpp [code]
file	boundarycondition.hpp [code]
	boundary conditions for differential operators
file	bsmoperator.cpp [code]
file	bsmoperator.hpp [code]
	differential operator for Black-Scholes-Merton equation
file	bsmtermoperator.hpp [code]
	differential operator for Black-Scholes-Merton equation
file	cranknicolson.hpp [code]
	Crank-Nicolson scheme for finite difference methods.
file	dminus.hpp [code]
	\( D_{-} \) matricial representation
file	dplus.hpp [code]
	\( D_{+} \) matricial representation
file	dplusdminus.hpp [code]
	\( D_{+}D_{-} \) matricial representation
file	dzero.hpp [code]
	\( D_{0} \) matricial representation
file	expliciteuler.hpp [code]
	explicit Euler scheme for finite difference methods
file	fdtypedefs.hpp [code]
	default choices for template instantiations
file	finitedifferencemodel.hpp [code]
	generic finite difference model
file	impliciteuler.hpp [code]
	implicit Euler scheme for finite difference methods
file	mixedscheme.hpp [code]
	Mixed (explicit/implicit) scheme for finite difference methods.
file	operatortraits.hpp [code]
	Differential operator traits.
file	parallelevolver.hpp [code]
	Parallel evolver for multiple arrays.
file	pde.hpp [code]
	General class for one dimensional PDE's.
file	pdebsm.hpp [code]
	Black-Scholes-Merton PDE.
file	pdeshortrate.hpp [code]
file	shoutcondition.hpp [code]
file	stepcondition.hpp [code]
	conditions to be applied at every time step
file	trbdf2.hpp [code]
	TR-BDF2 scheme for finite difference methods.
file	tridiagonaloperator.cpp [code]
file	tridiagonaloperator.hpp [code]
	tridiagonal operator
file	zerocondition.hpp [code]
	zero option exercise condition