DZero (3) Linux Manual Page
QuantLib::DZero – $ D_{0} $ matricial representation
Synopsis
#include <ql/methods/finitedifferences/dzero.hpp>Inherits QuantLib::TridiagonalOperator.
Public Member Functions
DZero (Size gridPoints, Real h)Detailed Description
$ D_{0} $ matricial representation The differential operator $ D_{0} $ discretizes the first derivative with the second-order formula [ ac{
artial u_{i}}{
artial x} pprox 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.