QuantLib 0.3.6
User manual
Introduction to QuantLib
QuantLib components
Reference manual
BSMOperator Class Reference
#include <ql/FiniteDifferences/bsmoperator.hpp>
Inheritance diagram for BSMOperator:
Detailed Description
Black-Scholes-Merton differential operator.
Public Member Functions | |
| BSMOperator (Size size, double dx, double r, double q, double sigma) | |
