QuantLib_DMinus man page

DMinus — $ D_{-} $ matricial representation


#include <ql/methods/finitedifferences/dminus.hpp>

Inherits TridiagonalOperator.

Public Member Functions

DMinus (Size gridPoints, Real h)

Additional Inherited Members

Detailed Description

$ D_{-} $ matricial representation

The differential operator $ D_{-} $ discretizes the first derivative with the first-order formula [ ac{partial u_{i}}{partial x} approx ac{u_{i}-u_{i-1}}{h} = D_{-} u_{i} ]


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Referenced By

DMinus(3) is an alias of QuantLib_DMinus(3).

QuantLib Version 1.8.1 Fri Sep 23 2016