QuantLib 0.3.7
http://quantlib.org
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The QuantLib group
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Examples
BSMOperator Class Reference
[
Finite-differences framework
]
#include <ql/FiniteDifferences/bsmoperator.hpp>
Inheritance diagram for BSMOperator:
[
legend
]
List of all members.
Detailed Description
Black-Scholes-Merton differential operator.
Public Member Functions
BSMOperator
(
Size
size,
Real
dx,
Rate
r,
Rate
q,
Volatility
sigma)
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