QuantLib: ql/methods/finitedifferences/utilities Directory Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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utilities Directory Reference

## Files
file | fdmaffinemodelswapinnervalue.hpp
file | fdmaffinemodeltermstructure.hpp
file | fdmboundaryconditionset.hpp
file | fdmdirichletboundary.hpp
| Dirichlet boundary conditions for differential operators.
file | fdmdividendhandler.hpp
| dividend handler for fdm method for one equity direction
file | fdmindicesonboundary.hpp
| helper class to extract the indices on a boundary
file | fdminnervaluecalculator.hpp
| layer of abstraction to calculate the inner value
file | fdmmesherintegral.hpp
| mesher based integral over target function.
file | fdmquantohelper.hpp
| helper class storing market data needed for the quanto adjustment.
file | fdmtimedepdirichletboundary.hpp
| time dependent Dirichlet boundary conditions