- QuantLib
- DPlus
 
 matricial representation  
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 matricial representation  
 More...
#include <ql/methods/finitedifferences/dplus.hpp>

| Public Member Functions | |
| DPlus (Size gridPoints, Real h) | |
 matricial representation
 matricial representation 
The differential operator  discretizes the first derivative with the first-order formula
 discretizes the first derivative with the first-order formula 
![\[ \frac{\partial u_{i}}{\partial x} \approx \frac{u_{i+1}-u_{i}}{h} = D_{+} u_{i} \]](form_278.png)