ql/methods/finitedifferences/bsmtermoperator.hpp File Reference

differential operator for Black-Scholes-Merton equation More...

Include dependency graph for bsmtermoperator.hpp:

Typedefs

typedef PdeOperator< PdeBSM > BSMTermOperator
 Black-Scholes-Merton differential operator.

Detailed Description

differential operator for Black-Scholes-Merton equation