operatorfactory (3) - Linux Manuals

operatorfactory: Factory for finite difference operators.

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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