Files | |
| file | fdmdirichletboundary.hpp |
| Dirichlet boundary conditions for differential operators. | |
| file | fdmdividendhandler.hpp |
| dividend handler for fdm method for one equity direction | |
| file | fdminnervaluecalculator.hpp |
| layer of abstraction to calculate the inner value | |
| file | fdmquantohelper.hpp |
| helper class storing market data needed for the quanto adjustment. | |