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>
Typedefs | |
| typedef PdeOperator< PdeBSM > | BSMTermOperator |
| Black-Scholes-Merton differential operator. | |
differential operator for Black-Scholes-Merton equation