DMinus (3) - Linux Manuals

DMinus: $ D_{-} $ matricial representation

NAME

QuantLib::DMinus - $ D_{-} $ matricial representation

SYNOPSIS

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

Inherits QuantLib::TridiagonalOperator.

Public Member Functions

DMinus (Size gridPoints, Real h)

Detailed Description

$ D_{-} $ matricial representation

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

Author

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