DZero Class Reference
[Finite-differences framework]

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

Inheritance diagram for DZero:

Inheritance graph
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List of all members.

Detailed Description

$ D_{0} $ matricial representation

The differential operator $ D_{0} $ discretizes the first derivative with the second-order formula

\[ \frac{\partial u_{i}}{\partial x} \approx \frac{u_{i+1}-u_{i-1}}{2h} = D_{0} u_{i} \]

Tests:
the correctness of the returned values is tested by checking them against numerical calculations.


Public Member Functions

 DZero (Size gridPoints, Real h)