differential operator for Black-Scholes-Merton equation More...
#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>#include <ql/processes/blackscholesprocess.hpp>
Classes | |
| class | BSMOperator |
| Black-Scholes-Merton differential operator. More... | |
differential operator for Black-Scholes-Merton equation