|  | 
| file | americancondition.hpp | 
|  | american option exercise condition 
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|  | 
| file | boundarycondition.hpp | 
|  | boundary conditions for differential operators 
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|  | 
| file | bsmoperator.hpp | 
|  | differential operator for Black-Scholes-Merton equation 
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|  | 
| file | bsmtermoperator.hpp | 
|  | differential operator for Black-Scholes-Merton equation 
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|  | 
| file | cranknicolson.hpp | 
|  | Crank-Nicolson scheme for finite difference methods. 
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|  | 
| file | dminus.hpp | 
|  | \( D_{-} \) matricial representation 
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|  | 
| file | dplus.hpp | 
|  | \( D_{+} \) matricial representation 
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|  | 
| file | dplusdminus.hpp | 
|  | \( D_{+}D_{-} \) matricial representation 
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|  | 
| file | dzero.hpp | 
|  | \( D_{0} \) matricial representation 
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|  | 
| file | expliciteuler.hpp | 
|  | explicit Euler scheme for finite difference methods 
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|  | 
| file | fdtypedefs.hpp | 
|  | default choices for template instantiations 
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|  | 
| file | finitedifferencemodel.hpp | 
|  | generic finite difference model 
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|  | 
| file | impliciteuler.hpp | 
|  | implicit Euler scheme for finite difference methods 
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|  | 
| file | mixedscheme.hpp | 
|  | Mixed (explicit/implicit) scheme for finite difference methods. 
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|  | 
| file | onefactoroperator.hpp | 
|  | general differential operator for one-factor interest rate models 
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|  | 
| file | operatorfactory.hpp | 
|  | Factory for finite difference operators. 
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|  | 
| file | operatortraits.hpp | 
|  | Differential operator traits. 
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|  | 
| file | parallelevolver.hpp | 
|  | Parallel evolver for multiple arrays. 
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|  | 
| file | pde.hpp | 
|  | General class for one dimensional PDE's. 
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|  | 
| file | pdebsm.hpp | 
|  | Black-Scholes-Merton PDE. 
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|  | 
| file | pdeshortrate.hpp | 
|  | adapter to short rate 
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|  | 
| file | shoutcondition.hpp | 
|  | shout option exercise condition 
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|  | 
| file | stepcondition.hpp | 
|  | conditions to be applied at every time step 
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|  | 
| file | trbdf2.hpp | 
|  | TR-BDF2 scheme for finite difference methods. 
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|  | 
| file | tridiagonaloperator.hpp | 
|  | tridiagonal operator 
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|  | 
| file | zerocondition.hpp | 
|  | zero option exercise condition 
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|  |