DPlusDMinus Class Reference
[Finite-differences framework]
#include <ql/methods/finitedifferences/dplusdminus.hpp>
Inheritance diagram for DPlusDMinus:

Detailed Description

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.
Public Member Functions | |
DPlusDMinus (Size gridPoints, Real h) |