- QuantLib
- DPlusDMinus
 
 matricial representation  
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 matricial representation  
 More...
#include <ql/methods/finitedifferences/dplusdminus.hpp>

| Public Member Functions | |
| DPlusDMinus (Size gridPoints, Real h) | |
 matricial representation
 matricial representation 
The differential operator  discretizes the second derivative with the second-order formula
 discretizes the second derivative with the second-order formula 
![\[ \frac{\partial^2 u_{i}}{\partial x^2} \approx \frac{u_{i+1}-2u_{i}+u_{i-1}}{h^2} = D_{+}D_{-} u_{i} \]](form_280.png)