Files | |
file | fdmdirichletboundary.hpp |
Dirichlet boundary conditions for differential operators. | |
file | fdmdividendhandler.hpp |
dividend handler for fdm method for one equity direction | |
file | fdminnervaluecalculator.hpp |
layer of abstraction to calculate the inner value | |
file | fdmquantohelper.hpp |
helper class storing market data needed for the quanto adjustment. | |