finitedifferences Directory Reference

Directories
directory	meshers
directory	operators
directory	schemes
directory	solvers
directory	stepconditions
directory	utilities

Files
file	americancondition.hpp
	american option exercise condition
file	boundarycondition.hpp
	boundary conditions for differential operators
file	bsmoperator.hpp
	differential operator for Black-Scholes-Merton equation
file	bsmtermoperator.hpp
	differential operator for Black-Scholes-Merton equation
file	cranknicolson.hpp
	Crank-Nicolson scheme for finite difference methods.
file	dminus.hpp
	matricial representation
file	dplus.hpp
	matricial representation
file	dplusdminus.hpp
	matricial representation
file	dzero.hpp
	matricial representation
file	expliciteuler.hpp
	explicit Euler scheme for finite difference methods
file	fdtypedefs.hpp
	default choices for template instantiations
file	finitedifferencemodel.hpp
	generic finite difference model
file	impliciteuler.hpp
	implicit Euler scheme for finite difference methods
file	mixedscheme.hpp
	Mixed (explicit/implicit) scheme for finite difference methods.
file	onefactoroperator.hpp
	general differential operator for one-factor interest rate models
file	operatorfactory.hpp
	Factory for finite difference operators.
file	operatortraits.hpp
	Differential operator traits.
file	parallelevolver.hpp
	Parallel evolver for multiple arrays.
file	pde.hpp
	General class for one dimensional PDE's.
file	pdebsm.hpp
	Black-Scholes-Merton PDE.
file	pdeshortrate.hpp
	adapter to short rate
file	shoutcondition.hpp
	shout option exercise condition
file	stepcondition.hpp
	conditions to be applied at every time step
file	trbdf2.hpp
	TR-BDF2 scheme for finite difference methods.
file	tridiagonaloperator.hpp
	tridiagonal operator
file	zerocondition.hpp
	zero option exercise condition