QuantLib_DPlus

Langue: en

Autres versions - même langue

Version: 157314 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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 \

Author

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