QuantLib_BSMOperator man page

BSMOperator — Black-Scholes-Merton differential operator.  


#include <ql/methods/finitedifferences/bsmoperator.hpp>

Inherits TridiagonalOperator.

Public Member Functions

BSMOperator (Size size, Real dx, Rate r, Rate q, Volatility sigma)
BSMOperator (const Array &grid, const boost::shared_ptr< GeneralizedBlackScholesProcess > &, Time residualTime)

Additional Inherited Members

Detailed Description

Black-Scholes-Merton differential operator.


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Referenced By

The man page BSMOperator(3) is an alias of QuantLib_BSMOperator(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib