# findiff (3) - Linux Man Pages

## NAME

Finite-differences framework -

### Classes

class **BoundaryCondition< Operator >**

*Abstract boundary condition class for finite difference problems. *

class **NeumannBC**

*Neumann boundary condition (i.e., constant derivative). *

class **DirichletBC**

*Neumann boundary condition (i.e., constant value). *

class **BSMOperator**

*Black-Scholes-Merton differential operator. *

class **CrankNicolson< Operator >**

*Crank-Nicolson scheme for finite difference methods. *

class **DMinus**

*$ D_{-} $ matricial representation *

class **DPlus**

*$ D_{+} $ matricial representation *

class **DPlusDMinus**

*$ D_{+}D_{-} $ matricial representation *

class **DZero**

*$ D_{0} $ matricial representation *

class **ExplicitEuler< Operator >**

*Forward Euler scheme for finite difference methods *

class **FiniteDifferenceModel< Evolver >**

*Generic finite difference model. *

class **ImplicitEuler< Operator >**

*Backward Euler scheme for finite difference methods. *

class **MixedScheme< Operator >**

*Mixed (explicit/implicit) scheme for finite difference methods. *

class **OperatorFactory**

*Black-Scholes-Merton differential operator. *

class **StepConditionSet< array_type >**

*Parallel evolver for multiple arrays. *

class **StepCondition< array_type >**

*condition to be applied at every time step *

class **NullCondition< array_type >**

*null step condition *

class **TridiagonalOperator**

*Base implementation for tridiagonal operator. *

### Typedefs

typedef PdeOperator< PdeBSM > **BSMTermOperator**

*Black-Scholes-Merton differential operator. *

typedef PdeOperator< PdeShortRate > **OneFactorOperator**

*Interest-rate single factor model differential operator. *

## Detailed Description

This framework (corresponding to the ql/FiniteDifferences directory) contains basic building blocks for the numerical solution of partial differential equations by means of finite-difference methods.

## Typedef Documentation

### typedef PdeOperator<PdeBSM> BSMTermOperator

Black-Scholes-Merton differential operator.

**Tests**

- coefficients are tested against constant BSM operator

### typedef PdeOperator<PdeShortRate> OneFactorOperator

Interest-rate single factor model differential operator.

## Author

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