bsmtermoperator.hpp File Reference

differential operator for Black-Scholes-Merton equation More...

Include dependency graph for bsmtermoperator.hpp:

Namespaces

namespace  QuantLib
 

Typedefs

typedef PdeOperator< PdeBSM > BSMTermOperator
 Black-Scholes-Merton differential operator.
 

Detailed Description

differential operator for Black-Scholes-Merton equation