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| file | fdm2dblackscholesop.hpp |
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| file | fdmbatesop.hpp |
| | Bates linear operator.
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| file | fdmblackscholesop.hpp |
| | Black Scholes linear operator.
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| file | fdmg2op.hpp |
| |
| file | fdmhestonhullwhiteop.hpp |
| | Heston Hull White linear operator.
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| |
| file | fdmhestonop.hpp |
| | Heston linear operator.
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| file | fdmhullwhiteop.hpp |
| | FDM operator for the Hull-White interest rate model.
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| file | fdmlinearop.hpp |
| | linear operator to model a multi dimensinal pde system
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| file | fdmlinearopcomposite.hpp |
| | composite pattern for linear operators
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| |
| file | fdmlinearopiterator.hpp |
| | iterator for a linear fdm operator
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| |
| file | fdmlinearoplayout.hpp |
| | memory layout of a fdm linear operator
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| |
| file | firstderivativeop.hpp |
| | first derivative linear operator
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| |
| file | ninepointlinearop.hpp |
| | nine point linear operator
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| |
| file | secondderivativeop.hpp |
| | second derivative operator
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| |
| file | secondordermixedderivativeop.hpp |
| | second order mixed derivative linear operator
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| file | triplebandlinearop.hpp |
| | general triple band linear operator
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