DPlusDMinus Class Reference
[Finite-differences framework]

#include <ql/methods/finitedifferences/dplusdminus.hpp>
Inheritance diagram for DPlusDMinus:

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