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fdmblackscholesop.hpp
Langue: en
Version: 162184 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/finitedifferences/fdmblackscholesop.hpp - Black Scholes linear operator.SYNOPSIS
#include <ql/payoff.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/experimental/finitedifferences/firstderivativeop.hpp>
#include <ql/experimental/finitedifferences/triplebandlinearop.hpp>
#include <ql/experimental/finitedifferences/fdmlinearopcomposite.hpp>
Detailed Description
Black Scholes linear operator.
Author
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