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QuantLib_DPlus
Langue: en
Version: 157314 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::DPlus - $ D_{+} $ matricial representationSYNOPSIS
#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 \
Author
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