- QuantLib
- DZero
 
 matricial representation  
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 matricial representation  
 More...
#include <ql/methods/finitedifferences/dzero.hpp>

| Public Member Functions | |
| DZero (Size gridPoints, Real h) | |
 matricial representation
 matricial representation 
The differential operator  discretizes the first derivative with the second-order formula
 discretizes the first derivative with the second-order formula 
![\[ \frac{\partial u_{i}}{\partial x} \approx \frac{u_{i+1}-u_{i-1}}{2h} = D_{0} u_{i} \]](form_282.png)