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dplusdminus.hpp File Reference


Detailed Description

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

Definition in file dplusdminus.hpp.

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

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

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


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