bsmoperator.hpp File Reference

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

#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>
#include <ql/processes/blackscholesprocess.hpp>

Go to the source code of this file.

Classes
class	BSMOperator

Namespaces
namespace	QuantLib

Detailed Description

differential operator for Black-Scholes-Merton equation

Definition in file bsmoperator.hpp.