QuantLib: ql/methods/finitedifferences/operators Directory Reference

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

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operators Directory Reference

## Files
file | fdm2dblackscholesop.hpp
file | fdmbatesop.hpp
| Bates linear operator.
file | fdmblackscholesop.hpp
| Black Scholes linear operator.
file | fdmg2op.hpp
file | fdmhestonhullwhiteop.hpp
| Heston Hull White linear operator.
file | fdmhestonop.hpp
| Heston linear operator.
file | fdmhullwhiteop.hpp
| FDM operator for the Hull-White interest rate model.
file | fdmlinearop.hpp
| linear operator to model a multi dimensinal pde system
file | fdmlinearopcomposite.hpp
| composite pattern for linear operators
file | fdmlinearopiterator.hpp
| iterator for a linear fdm operator
file | fdmlinearoplayout.hpp
| memory layout of a fdm linear operator
file | firstderivativeop.hpp
| first derivative linear operator
file | ninepointlinearop.hpp
| nine point linear operator
file | secondderivativeop.hpp
| second derivative operator
file | secondordermixedderivativeop.hpp
| second order mixed derivative linear operator
file | triplebandlinearop.hpp
| general triple band linear operator