DZero Class Reference

#include <ql/FiniteDifferences/dzero.hpp>

Inheritance diagram for DZero:

Detailed Description

$D_{0}$ matricial representation

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

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

Public Member Functions

DZero (Size gridPoints, double h)

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