QuantLib_DPlus (3) - Linux Manuals
QuantLib_DPlus: $ D_{+} $ matricial representation
NAME
QuantLib::DPlus - $ D_{+} $ matricial representation
SYNOPSIS
#include <ql/methods/finitedifferences/dplus.hpp>
Inherits QuantLib::TridiagonalOperator.
Public Member Functions
DPlus (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+1}-u_{i}}{h} = D_{+} u_{i} ]
Author
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