operatorfactory.hpp

Langue: en

Autres versions - même langue

Version: 373744 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/methods/finitedifferences/operatorfactory.hpp -

Factory for finite difference operators.

SYNOPSIS


#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>

Classes


class OperatorFactory
Black-Scholes-Merton differential operator.

Detailed Description

Factory for finite difference operators.

Author

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