operatorfactory (3) - Linux Manuals
operatorfactory: Factory for finite difference operators.
Command to display operatorfactory manual in Linux: $ man 3 operatorfactory
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
Generated automatically by Doxygen for QuantLib from the source code.
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