utilities Directory Reference

## Files

file | bsmrndcalculator.hpp
| risk neutral terminal density calculator for the Black-Scholes-Merton model with constant volatility
file | cevrndcalculator.hpp
| risk neutral density calculator for the constant elasticity of variance (CEV) model
file | fdmaffinemodelswapinnervalue.hpp
file | fdmaffinemodeltermstructure.hpp
file | fdmboundaryconditionset.hpp
file | fdmdirichletboundary.hpp
| Dirichlet boundary conditions for differential operators.
file | fdmdiscountdirichletboundary.hpp
| discounted value on Dirichlet boundary conditions
file | fdmdividendhandler.hpp
| dividend handler for fdm method for one equity direction
file | fdmindicesonboundary.hpp
| helper class to extract the indices on a boundary
file | fdminnervaluecalculator.hpp
| layer of abstraction to calculate the inner value
file | fdmmesherintegral.hpp
| mesher based integral over target function.
file | fdmquantohelper.hpp
| helper class storing market data needed for the quanto adjustment.
file | fdmtimedepdirichletboundary.hpp
| time dependent Dirichlet boundary conditions
file | gbsmrndcalculator.hpp
| risk neutral terminal density calculator for the Black-Scholes-Merton model with strike dependent volatility
file | hestonrndcalculator.hpp
| risk neutral terminal density calculator for the Heston stochastic volatility model
file | localvolrndcalculator.hpp
| local volatility risk neutral terminal density calculation
file | riskneutraldensitycalculator.hpp
| interface for a single asset risk neutral terminal density calculation