/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* Copyright (C) 2005 Joseph Wang This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email . The license is also available online at . This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ /*! \file operatorfactory.hpp \brief Factory for finite difference operators */ #ifndef quantlib_operator_factory_hpp #define quantlib_operator_factory_hpp #include #include #include #include #include namespace QuantLib { //! Black-Scholes-Merton differential operator /*! \ingroup findiff \test coefficients are tested against constant BSM operator */ class OperatorFactory { public: static TridiagonalOperator getOperator( const boost::shared_ptr &process, const Array &grid, Time residualTime, bool timeDependent) { if (timeDependent) return BSMTermOperator(grid, process, residualTime); else return BSMOperator(grid, process, residualTime); }; static TridiagonalOperator getOperator( const boost::shared_ptr &process, const Array &grid) { return OneFactorOperator(grid, process); } }; } #endif