utilities Directory Reference

Files
file	bsmrndcalculator.cpp [code]
file	bsmrndcalculator.hpp [code]
	risk neutral terminal density calculator for the Black-Scholes-Merton model with constant volatility
file	cevrndcalculator.cpp [code]
file	cevrndcalculator.hpp [code]
	risk neutral density calculator for the constant elasticity of variance (CEV) model
file	escroweddividendadjustment.cpp [code]
file	escroweddividendadjustment.hpp [code]
file	fdmaffinemodelswapinnervalue.cpp [code]
file	fdmaffinemodelswapinnervalue.hpp [code]
file	fdmaffinemodeltermstructure.cpp [code]
file	fdmaffinemodeltermstructure.hpp [code]
file	fdmboundaryconditionset.hpp [code]
file	fdmdirichletboundary.cpp [code]
file	fdmdirichletboundary.hpp [code]
	Dirichlet boundary conditions for differential operators.
file	fdmdiscountdirichletboundary.cpp [code]
file	fdmdiscountdirichletboundary.hpp [code]
	discounted value on Dirichlet boundary conditions
file	fdmdividendhandler.cpp [code]
file	fdmdividendhandler.hpp [code]
	dividend handler for fdm method for one equity direction
file	fdmescrowedloginnervaluecalculator.cpp [code]
file	fdmescrowedloginnervaluecalculator.hpp [code]
	inner value for a escrowed dividend model
file	fdmhestongreensfct.cpp [code]
file	fdmhestongreensfct.hpp [code]
	Heston Fokker-Planck Green's function.
file	fdmindicesonboundary.cpp [code]
file	fdmindicesonboundary.hpp [code]
	helper class to extract the indices on a boundary
file	fdminnervaluecalculator.cpp [code]
	layer of abstraction to calculate the inner value
file	fdminnervaluecalculator.hpp [code]
	layer of abstraction to calculate the inner value
file	fdmmesherintegral.cpp [code]
file	fdmmesherintegral.hpp [code]
	mesher based integral over target function.
file	fdmquantohelper.cpp [code]
	quanto helper to store market data needed for the quanto adjustment.
file	fdmquantohelper.hpp [code]
	helper class storing market data needed for the quanto adjustment.
file	fdmshoutloginnervaluecalculator.cpp [code]
file	fdmshoutloginnervaluecalculator.hpp [code]
	inner value for a shout option
file	fdmtimedepdirichletboundary.cpp [code]
file	fdmtimedepdirichletboundary.hpp [code]
	time dependent Dirichlet boundary conditions
file	gbsmrndcalculator.cpp [code]
file	gbsmrndcalculator.hpp [code]
	risk neutral terminal density calculator for the Black-Scholes-Merton model with skew dependent volatility
file	hestonrndcalculator.cpp [code]
file	hestonrndcalculator.hpp [code]
	risk neutral terminal density calculator for the Heston stochastic volatility model
file	localvolrndcalculator.cpp [code]
file	localvolrndcalculator.hpp [code]
	local volatility risk neutral terminal density calculation
file	riskneutraldensitycalculator.cpp [code]
file	riskneutraldensitycalculator.hpp [code]
	interface for a single asset risk neutral terminal density calculation
file	squarerootprocessrndcalculator.cpp [code]
file	squarerootprocessrndcalculator.hpp [code]
	risk neutral terminal density calculator for the square root process