QuantLib_DZero man page

DZero — $ D_{0} $ matricial representation


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

Inherits TridiagonalOperator.

Public Member Functions

DZero (Size gridPoints, Real h)

Additional Inherited Members

Detailed Description

$ D_{0} $ matricial representation

The differential operator $ D_{0} $ discretizes the first derivative with the second-order formula [ ac{partial u_{i}}{partial x} approx ac{u_{i+1}-u_{i-1}}{2h} = D_{0} u_{i} ]


the correctness of the returned values is tested by checking them against numerical calculations.


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Referenced By

DZero(3) is an alias of QuantLib_DZero(3).

QuantLib Version 1.8.1 Fri Sep 23 2016