operators Directory Reference

## Files

file | fdm2dblackscholesop.hpp
file | fdmbatesop.hpp
| Bates linear operator.
file | fdmblackscholesop.hpp
| Black Scholes linear operator.
file | fdmcevop.hpp
| FDM operator for the Constant Elasticity of Variance (CEV) model.
file | fdmcirop.hpp
| CIR linear operator.
file | fdmhestonhullwhiteop.hpp
| Heston Hull White linear operator.
file | fdmhestonop.hpp
| Heston linear operator.
file | fdmhullwhiteop.hpp
| FDM operator for the Hull-White interest rate model.
file | fdmlinearop.hpp
| linear operator to model a multi dimensinal pde system
file | fdmlinearopcomposite.hpp
| composite pattern for linear operators
file | fdmlinearopiterator.hpp
| iterator for a linear fdm operator
file | fdmlinearoplayout.hpp
| memory layout of a fdm linear operator
file | fdmlocalvolfwdop.hpp
| local volatility linear operator for the Fokker-Planck forward equation
file | fdmornsteinuhlenbeckop.hpp
| Ornstein Uhlenbeck process.
file | fdmsabrop.hpp
| FDM operator for the SABR model.
file | firstderivativeop.hpp
| first derivative linear operator
file | ninepointlinearop.hpp
| nine point linear operator
file | nthorderderivativeop.hpp
| n-th order derivative linear operator
file | numericaldifferentiation.hpp
| numerical differentiation of arbitrary order and on irregular grids
file | secondderivativeop.hpp
| second derivative operator
file | secondordermixedderivativeop.hpp
| second order mixed derivative linear operator
file | triplebandlinearop.hpp
| general triple band linear operator