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bsmtermoperator.hpp File Reference

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

#include <ql/FiniteDifferences/tridiagonaloperator.hpp>
#include <ql/Processes/blackscholesprocess.hpp>
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Classes

class  QuantLib::BSMTermOperator
 Black-Scholes-Merton differential operator. More...
class  QuantLib::BSMTermOperator::TimeSetter

Detailed Description

differential operator for Black-Scholes-Merton equation

Definition in file bsmtermoperator.hpp.


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