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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2005 Joseph Wang

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

/*! \file pdebsm.hpp
    \brief Black-Scholes-Merton PDE

#ifndef quantlib_pdebsm_hpp
#define quantlib_pdebsm_hpp

#include <ql/methods/finitedifferences/pde.hpp>
#include <ql/processes/blackscholesprocess.hpp>

namespace QuantLib {

    class PdeBSM : public PdeSecondOrderParabolic {
        typedef boost::shared_ptr<GeneralizedBlackScholesProcess>
        typedef LogGrid grid_type;
        PdeBSM(const argument_type & process) : process_(process) {};
        virtual Real diffusion(Time t, Real x) const {
            return process_->diffusion(t, x);
        virtual Real drift(Time t, Real x) const {
            return process_->drift(t, x);
        virtual Real discount(Time t, Real) const {
            if (std::fabs(t) < 1e-8) t = 0;
            return process_->riskFreeRate()->
        const argument_type process_;



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