# findiff man page

findiff

## Synopsis

### Classes

class **BoundaryCondition< Operator >**

Abstract boundary condition class for finite difference problems.

class **NeumannBC**

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

class **DirichletBC**

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

class **BSMOperator**

Black-Scholes-Merton differential operator.

class **CrankNicolson< Operator >**

Crank-Nicolson scheme for finite difference methods.

class **DMinus**

$ D_{-} $ matricial representation

class **DPlus**

$ D_{+} $ matricial representation

class **DPlusDMinus**

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

class **DZero**

$ D_{0} $ matricial representation

class **ExplicitEuler< Operator >**

Forward Euler scheme for finite difference methods

class **FiniteDifferenceModel< Evolver >**

Generic finite difference model.

class **ImplicitEuler< Operator >**

Backward Euler scheme for finite difference methods.

class **MixedScheme< Operator >**

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

class **OperatorFactory**

Black-Scholes-Merton differential operator.

class **StepConditionSet< array_type >**

Parallel evolver for multiple arrays.

class **StepCondition< array_type >**

condition to be applied at every time step

class **NullCondition< array_type >**

null step condition

class **TRBDF2< Operator >**

TR-BDF2 scheme for finite difference methods.

class **TridiagonalOperator**

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).