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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_b_s_m_operator.html">BSMOperator</a></div>
<h1>BSMOperator Class Reference<br>
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[<a class="el" href="group__findiff.html">Finite-differences framework</a>]</small>
</h1><!-- doxytag: class="QuantLib::BSMOperator" --><!-- doxytag: inherits="QuantLib::TridiagonalOperator" --><code>#include <ql/methods/finitedifferences/bsmoperator.hpp></code>
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Inheritance diagram for BSMOperator:</div>
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<a href="class_quant_lib_1_1_b_s_m_operator-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Black-Scholes-Merton differential operator.
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="656ce3eccf394763cb3d07801c4bd5df"></a><!-- doxytag: member="QuantLib::BSMOperator::BSMOperator" ref="656ce3eccf394763cb3d07801c4bd5df" args="(Size size, Real dx, Rate r, Rate q, Volatility sigma)" -->
</td><td class="memItemRight" valign="bottom"><b>BSMOperator</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> size, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> dx, <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> r, <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> q, <a class="el" href="group__types.html#gaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> sigma)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="abd1de04642e9650359a3f91e2831a6f"></a><!-- doxytag: member="QuantLib::BSMOperator::BSMOperator" ref="abd1de04642e9650359a3f91e2831a6f" args="(const Array &grid, const boost::shared_ptr< GeneralizedBlackScholesProcess > &, Time residualTime)" -->
</td><td class="memItemRight" valign="bottom"><b>BSMOperator</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &grid, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> > &, <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> residualTime)</td></tr>
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