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Sourcecode: quantlib version File versions

bsmoperator.hpp File Reference


Detailed Description

differential operator for Black-Scholes-Merton equation

Definition in file bsmoperator.hpp.

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

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

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


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