DPlus (3) Linux Manual Page
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 [ ac{
artial u_{i}}{
artial x} pprox ac{u_{i+1}-u_{i}}{h} = D_{+} u_{i} ]