public BSMOperator(Vector grid, GeneralizedBlackScholesProcess process, double residualTime) : base(grid.size())
{
LogGrid logGrid = new LogGrid(grid);
var cc = new PdeConstantCoeff <PdeBSM>(process, residualTime, process.stateVariable().link.value());
cc.generateOperator(residualTime, logGrid, this);
}
public BSMOperator(Vector grid, GeneralizedBlackScholesProcess process, double residualTime)
: base(grid.size())
{
//PdeBSM::grid_type logGrid(grid);
LogGrid logGrid = new LogGrid(grid);
var cc = new PdeConstantCoeff<PdeBSM>(process, residualTime, process.stateVariable().link.value());
cc.generateOperator(residualTime, logGrid, this);
}
