QuantLib_DZero man page

DZero — $ D_{0} $ matricial representation

Synopsis

#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} ]

Tests

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

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

Fri Sep 23 2016 Version 1.8.1 QuantLib