QuantLib_DPlus man page

DPlus — $ D_{+} $ matricial representation  


#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} ]


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Referenced By

The man page DPlus(3) is an alias of QuantLib_DPlus(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib