QuantLib_DPlus man page

DPlus — $ D_{+} $ matricial representation

Synopsis

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

Inherits TridiagonalOperator.

Public Member Functions

DPlus (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+1}-u_{i}}{h} = D_{+} u_{i} ]

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

DPlus(3) is an alias of QuantLib_DPlus(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib