ql/methods/finitedifferences/operatorfactory.hpp File Reference

Factory for finite difference operators. More...

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

Include dependency graph for operatorfactory.hpp:


Classes

class  OperatorFactory
 Black-Scholes-Merton differential operator. More...

Detailed Description

Factory for finite difference operators.