org.jquantlib.methods.finitedifferences

Class DPlusMinus

java.lang.Object

org.jquantlib.methods.finitedifferences.TridiagonalOperator

org.jquantlib.methods.finitedifferences.DPlusMinus

All Implemented Interfaces:

Operator

public class DPlusMinus
extends TridiagonalOperator

Nested Class Summary

Nested classes/interfaces inherited from class org.jquantlib.methods.finitedifferences.TridiagonalOperator

TridiagonalOperator.TimeSetter

Constructor Summary

Constructors

Constructor and Description
DPlusMinus(int gridPoints, double h)

Method Summary

Methods inherited from class org.jquantlib.methods.finitedifferences.TridiagonalOperator

add, applyTo, diagonal, getTimeSetter, identity, isTimeDependent, lowerDiagonal, multiply, setFirstRow, setLastRow, setMidRow, setMidRows, setTime, size, solveFor, solveFor, subtract, swap, upperDiagonal

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

DPlusMinus

public DPlusMinus(int gridPoints,
                  double h)