utilities Directory Reference

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.