Modules

Here is a list of all modules:

[detail level 12]

Diffusion	Object used to model diffusion process
▼Finite Difference Method	Building blocks of FDM solver
Boundary Conditions	Boundary conditions for PDE
Grid builders	Classes used generate grid for PDE solver
Differentiating schemes	Schemes for numerical solver
▼Financial engineering	General financial engineering objects
Grid Ranges	Object helping in construction of FDM problem for option pricing
Financial options	Options and pricer factories
Utils	Small classes and routines used in project