Object helping in construction of FDM problem for option pricing. More...

Classes
class	marian::RangeSetup
	Class implements algorithm to approximate indefinite boundaries. More...

class	marian::DCRangeSetup< T >
	Deeply copyable RangeSetup. More...

class	marian::SpotRelatedRange
	Approximate the boundary condition basing on asset spot price. More...

Classes

Detailed Description