QuantLib: C:/dev/QuantLib/ql/methods/finitedifferences/dplusdminus.hpp File Reference

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QuantLib: a free/open-source library for quantitative finance

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$D_{+}D_{-}$ matricial representation More...

#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>

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Classes
class	DPlusDMinus
	$D_{+}D_{-}$ matricial representation More...

Namespaces
namespace	QuantLib

Detailed Description

$D_{+}D_{-}$ matricial representation

Definition in file dplusdminus.hpp.