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

Detailed Description
matricial representation
The differential operator
discretizes the first derivative with the second-order formula
- Tests:
- the correctness of the returned values is tested by checking them against numerical calculations.
Public Member Functions | |
| DZero (Size gridPoints, Real h) | |