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.