differential operator for Black-Scholes-Merton equation More...
#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/math/transformedgrid.hpp>
#include <ql/methods/finitedifferences/pdebsm.hpp>
Namespaces | |
QuantLib | |
Typedefs | |
typedef PdeOperator< PdeBSM > | BSMTermOperator |
Black-Scholes-Merton differential operator. More... | |
differential operator for Black-Scholes-Merton equation