Files | |
file | fdm2dblackscholesop.hpp |
file | fdmbatesop.hpp |
Bates linear operator. | |
file | fdmblackscholesop.hpp |
Black Scholes linear operator. | |
file | fdmg2op.hpp |
file | fdmhestonhullwhiteop.hpp |
Heston Hull White linear operator. | |
file | fdmhestonop.hpp |
Heston linear operator. | |
file | fdmhullwhiteop.hpp |
FDM operator for the Hull-White interest rate model. | |
file | fdmlinearop.hpp |
linear operator to model a multi dimensinal pde system | |
file | fdmlinearopcomposite.hpp |
composite pattern for linear operators | |
file | fdmlinearopiterator.hpp |
iterator for a linear fdm operator | |
file | fdmlinearoplayout.hpp |
memory layout of a fdm linear operator | |
file | firstderivativeop.hpp |
first derivative linear operator | |
file | ninepointlinearop.hpp |
nine point linear operator | |
file | secondderivativeop.hpp |
second derivative operator | |
file | secondordermixedderivativeop.hpp |
second order mixed derivative linear operator | |
file | triplebandlinearop.hpp |
general triple band linear operator | |