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} ]