# findiff man page

findiff — Finite-differences framework

### Classes

classBoundaryCondition< Operator >

Abstract boundary condition class for finite difference problems.

classNeumannBC

Neumann boundary condition (i.e., constant derivative)

classDirichletBC

Neumann boundary condition (i.e., constant value)

classBSMOperator

Black-Scholes-Merton differential operator.

classCrankNicolson< Operator >

Crank-Nicolson scheme for finite difference methods.

classDMinus

$ D_{-} $ matricial representation

classDPlus

$ D_{+} $ matricial representation

classDPlusDMinus

$ D_{+}D_{-} $ matricial representation

classDZero

$ D_{0} $ matricial representation

classExplicitEuler< Operator >

Forward Euler scheme for finite difference methods

classFiniteDifferenceModel< Evolver >

Generic finite difference model.

classImplicitEuler< Operator >

Backward Euler scheme for finite difference methods.

classMixedScheme< Operator >

Mixed (explicit/implicit) scheme for finite difference methods.

classOperatorFactory

Black-Scholes-Merton differential operator.

classStepConditionSet< array_type >

Parallel evolver for multiple arrays.

classStepCondition< array_type >

condition to be applied at every time step

classNullCondition< array_type >

null step condition

classTRBDF2< Operator >

TR-BDF2 scheme for finite difference methods.

classTridiagonalOperator

Base implementation for tridiagonal operator.

### Typedefs

typedef PdeOperator< PdeBSM >BSMTermOperator

Black-Scholes-Merton differential operator.

typedef PdeOperator< PdeShortRate >OneFactorOperator

Interest-rate single factor model differential operator.

## Detailed Description

This framework (corresponding to the ql/FiniteDifferences directory) contains basic building blocks for the numerical solution of partial differential equations by means of finite-difference methods.

## Typedef Documentation

### typedef PdeOperator<PdeBSM> BSMTermOperator

Black-Scholes-Merton differential operator.

**Tests**

coefficients are tested against constant BSM operator

### typedef PdeOperator<PdeShortRate> OneFactorOperator

Interest-rate single factor model differential operator.

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

BSMTermOperator(3) and OneFactorOperator(3) are aliases of findiff(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib