bsmtermoperator (3) - Linux Manuals
bsmtermoperator: differential operator for Black-Scholes-Merton equation
Command to display bsmtermoperator manual in Linux: $ man 3 bsmtermoperator
NAME
ql/methods/finitedifferences/bsmtermoperator.hpp - differential operator for Black-Scholes-Merton equation
SYNOPSIS
#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.
Detailed Description
differential operator for Black-Scholes-Merton equation
Author
Generated automatically by Doxygen for QuantLib from the source code.
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- bson_append_array_begin (3) - The bson_append_array_begin() function shall begin appending an array field to bson. This allows for incrementally building a sub-array. Doing so will generally yield better performance as you will serialize to a single buffer. When done building the sub-array, the caller MUST call bson_append_array_end().
- bson_append_array_end (3) - The bson_append_array_end() function shall complete the appending of an array field started with bson_append_array_begin(). child is invalid after calling this function.