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Sourcecode: quantlib version File versions  Download package

operatorfactory.hpp File Reference


Detailed Description

Factory for finite difference operators.

Definition in file operatorfactory.hpp.

#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/methods/finitedifferences/bsmoperator.hpp>
#include <ql/methods/finitedifferences/bsmtermoperator.hpp>
#include <ql/methods/finitedifferences/onefactoroperator.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

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


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