QuantLib_DMinus

Langue: en

Autres versions - même langue

Version: 172176 (fedora - 06/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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 \

Author

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