#include <ql/FiniteDifferences/dplusdminus.hpp>
Inheritance diagram for DPlusDMinus:
[legend]List of all members.
Detailed Description
matricial representation
The differential operator discretizes the second derivative with the second-order formula
- Tests:
- the correctness of the returned values is tested by checking them against numerical calculations.
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Public Member Functions |
| DPlusDMinus (Size gridPoints, Real h) |
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