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

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