operators Directory Reference

Files
file	fdm2dblackscholesop.hpp
file	fdmbatesop.hpp
	Bates linear operator.
file	fdmblackscholesop.hpp
	Black Scholes linear operator.
file	fdmg2op.hpp
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	firstderivativeop.hpp
	first derivative linear operator
file	ninepointlinearop.hpp
	nine point linear operator
file	secondderivativeop.hpp
	second derivative operator
file	secondordermixedderivativeop.hpp
	second order mixed derivative linear operator
file	triplebandlinearop.hpp
	general triple band linear operator