DPlus Class Reference
[Finite-differences framework]

#include <ql/methods/finitedifferences/dplus.hpp>

Inheritance diagram for DPlus:

Inheritance graph
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List of all members.

Detailed Description

$ D_{+} $ matricial representation

The differential operator $ D_{+} $ discretizes the first derivative with the first-order formula

\[ \frac{\partial u_{i}}{\partial x} \approx \frac{u_{i+1}-u_{i}}{h} = D_{+} u_{i} \]


Public Member Functions

 DPlus (Size gridPoints, Real h)