DMinus (3) Linux Manual Page
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 Generated…
