QuantLib_DMinus (3) - Linux Manuals
QuantLib_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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