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<li class="navelem"><a class="el" href="dir_958d2abebb9d0797c141a9841f9d5d39.html">ql</a></li><li class="navelem"><a class="el" href="dir_cfd7e92b9616896823ae34fc8782de82.html">methods</a></li><li class="navelem"><a class="el" href="dir_f5a034d8bc562794caf11479f5607257.html">finitedifferences</a></li> </ul>
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<div class="title">finitedifferences Directory Reference</div> </div>
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<div class="contents">
<table class="memberdecls">
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Directories</h2></td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="files"></a>
Files</h2></td></tr>
<tr class="memitem:americancondition_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>americancondition.hpp</b></td></tr>
<tr class="memdesc:americancondition_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">american option exercise condition <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:boundarycondition_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>boundarycondition.hpp</b></td></tr>
<tr class="memdesc:boundarycondition_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">boundary conditions for differential operators <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:bsmoperator_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>bsmoperator.hpp</b></td></tr>
<tr class="memdesc:bsmoperator_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">differential operator for Black-Scholes-Merton equation <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:bsmtermoperator_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>bsmtermoperator.hpp</b></td></tr>
<tr class="memdesc:bsmtermoperator_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">differential operator for Black-Scholes-Merton equation <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:cranknicolson_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>cranknicolson.hpp</b></td></tr>
<tr class="memdesc:cranknicolson_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Crank-Nicolson scheme for finite difference methods. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:dminus_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>dminus.hpp</b></td></tr>
<tr class="memdesc:dminus_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">\( D_{-} \) matricial representation <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:dplus_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>dplus.hpp</b></td></tr>
<tr class="memdesc:dplus_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">\( D_{+} \) matricial representation <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:dplusdminus_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>dplusdminus.hpp</b></td></tr>
<tr class="memdesc:dplusdminus_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">\( D_{+}D_{-} \) matricial representation <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:dzero_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>dzero.hpp</b></td></tr>
<tr class="memdesc:dzero_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">\( D_{0} \) matricial representation <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:expliciteuler_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>expliciteuler.hpp</b></td></tr>
<tr class="memdesc:expliciteuler_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">explicit Euler scheme for finite difference methods <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:fdtypedefs_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>fdtypedefs.hpp</b></td></tr>
<tr class="memdesc:fdtypedefs_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">default choices for template instantiations <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:finitedifferencemodel_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>finitedifferencemodel.hpp</b></td></tr>
<tr class="memdesc:finitedifferencemodel_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">generic finite difference model <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:impliciteuler_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>impliciteuler.hpp</b></td></tr>
<tr class="memdesc:impliciteuler_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">implicit Euler scheme for finite difference methods <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:mixedscheme_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>mixedscheme.hpp</b></td></tr>
<tr class="memdesc:mixedscheme_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Mixed (explicit/implicit) scheme for finite difference methods. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:onefactoroperator_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>onefactoroperator.hpp</b></td></tr>
<tr class="memdesc:onefactoroperator_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">general differential operator for one-factor interest rate models <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:operatortraits_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>operatortraits.hpp</b></td></tr>
<tr class="memdesc:operatortraits_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Differential operator traits. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:parallelevolver_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>parallelevolver.hpp</b></td></tr>
<tr class="memdesc:parallelevolver_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Parallel evolver for multiple arrays. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:pde_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>pde.hpp</b></td></tr>
<tr class="memdesc:pde_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">General class for one dimensional PDE's. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:pdebsm_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>pdebsm.hpp</b></td></tr>
<tr class="memdesc:pdebsm_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Black-Scholes-Merton PDE. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:pdeshortrate_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>pdeshortrate.hpp</b></td></tr>
<tr class="memdesc:pdeshortrate_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">adapter to short rate <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:shoutcondition_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>shoutcondition.hpp</b></td></tr>
<tr class="memdesc:shoutcondition_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">shout option exercise condition <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:stepcondition_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>stepcondition.hpp</b></td></tr>
<tr class="memdesc:stepcondition_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">conditions to be applied at every time step <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:trbdf2_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>trbdf2.hpp</b></td></tr>
<tr class="memdesc:trbdf2_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">TR-BDF2 scheme for finite difference methods. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:tridiagonaloperator_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>tridiagonaloperator.hpp</b></td></tr>
<tr class="memdesc:tridiagonaloperator_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">tridiagonal operator <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:zerocondition_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>zerocondition.hpp</b></td></tr>
<tr class="memdesc:zerocondition_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">zero option exercise condition <br /></td></tr>
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