Solves the Black-Scholes equation to price commodities. More...

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Macros | |
| #define | NO_CONTROL |
Functions | |
| int | main (int argc, char *argv[]) |
Solves the Black-Scholes equation to price commodities.
Original source file financialFoam.C
Definition in file financialFoam.C.
| #define NO_CONTROL |
| int main | ( | int | argc, |
| char * | argv[] | ||
| ) |
Definition at line 44 of file financialFoam.C.
References args, fvMesh::C(), Foam::component(), Foam::fvm::ddt(), delta, Foam::fvc::div(), Foam::fvm::div(), Foam::endl(), argList::executable(), Foam::fvc::grad(), Foam::Info, Foam::fvm::laplacian(), mesh, setWriter::New(), Foam::nl, word::null, writeFile::outputPrefix, GeometricField< Type, GeoMesh, PrimitiveField >::primitiveField(), fvMesh::Sf(), Foam::solve(), Foam::fvm::Sp(), Foam::sqr(), and Vector< scalar >::X.
