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<div id="projectbrief">A free/open-source library for quantitative finance</div>
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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_d_plus.html">DPlus</a></li> </ul>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">DPlus Class Reference<div class="ingroups"><a class="el" href="group__findiff.html">Finite-differences framework</a></div></div> </div>
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<p>\( D_{+} \) matricial representation
<a href="class_quant_lib_1_1_d_plus.html#details">More...</a></p>
<p><code>#include <ql/methods/finitedifferences/dplus.hpp></code></p>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for DPlus:</div>
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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:ae7d949ee7e843bd1f4a7c6a18dd493c7"><td class="memItemLeft" align="right" valign="top"><a id="ae7d949ee7e843bd1f4a7c6a18dd493c7"></a>
 </td><td class="memItemRight" valign="bottom"><b>DPlus</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> gridPoints, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> h)</td></tr>
<tr class="separator:ae7d949ee7e843bd1f4a7c6a18dd493c7"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_tridiagonal_operator')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a></td></tr>
<tr class="memitem:a597bed0ea0561e7c1a176c9ede6356b4 inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top"><a id="a597bed0ea0561e7c1a176c9ede6356b4"></a>
 </td><td class="memItemRight" valign="bottom"><b>TridiagonalOperator</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> size=0)</td></tr>
<tr class="separator:a597bed0ea0561e7c1a176c9ede6356b4 inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a47ce685a88cd2ab45ae0875fb5574f0f inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top"><a id="a47ce685a88cd2ab45ae0875fb5574f0f"></a>
 </td><td class="memItemRight" valign="bottom"><b>TridiagonalOperator</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &low, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &mid, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &high)</td></tr>
<tr class="separator:a47ce685a88cd2ab45ae0875fb5574f0f inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aaa4521540895eb521cadae239c7a29c3 inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top"><a id="aaa4521540895eb521cadae239c7a29c3"></a>
 </td><td class="memItemRight" valign="bottom"><b>TridiagonalOperator</b> (const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > &)</td></tr>
<tr class="separator:aaa4521540895eb521cadae239c7a29c3 inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a8f66389fe4aab7671101792bec064118 inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top"><a id="a8f66389fe4aab7671101792bec064118"></a>
<a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > &)</td></tr>
<tr class="separator:a8f66389fe4aab7671101792bec064118 inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:acce0ab2cacc475b2434f24c65c91685a inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top"><a id="acce0ab2cacc475b2434f24c65c91685a"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>size</b> () const</td></tr>
<tr class="separator:acce0ab2cacc475b2434f24c65c91685a inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a8d56d8f134c45b5f4bead20e955a39db inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top"><a id="a8d56d8f134c45b5f4bead20e955a39db"></a>
bool </td><td class="memItemRight" valign="bottom"><b>isTimeDependent</b> () const</td></tr>
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<tr class="memitem:afeffda09b2e8abcf7b576b04403f5040 inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top"><a id="afeffda09b2e8abcf7b576b04403f5040"></a>
const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><b>lowerDiagonal</b> () const</td></tr>
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<tr class="memitem:af1788475c9e45337d85a1a63921f1c66 inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top"><a id="af1788475c9e45337d85a1a63921f1c66"></a>
const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><b>diagonal</b> () const</td></tr>
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<tr class="memitem:aa3d58b215faa10b5ba179cfac0c33782 inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top"><a id="aa3d58b215faa10b5ba179cfac0c33782"></a>
const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><b>upperDiagonal</b> () const</td></tr>
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<tr class="memitem:ab43e4ba91f1d74a3fd352eb5e7d96c96 inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top"><a id="ab43e4ba91f1d74a3fd352eb5e7d96c96"></a>
void </td><td class="memItemRight" valign="bottom"><b>setFirstRow</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>)</td></tr>
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<tr class="memitem:af67f1e3dddc642501ce58c719f54f177 inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top"><a id="af67f1e3dddc642501ce58c719f54f177"></a>
void </td><td class="memItemRight" valign="bottom"><b>setMidRow</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>)</td></tr>
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<tr class="memitem:aa442c4c252e0cc87b8f0bfce245e1776 inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top"><a id="aa442c4c252e0cc87b8f0bfce245e1776"></a>
void </td><td class="memItemRight" valign="bottom"><b>setMidRows</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>)</td></tr>
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<tr class="memitem:a9bd33a0848dba9e558cb8f546bcee5d0 inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top"><a id="a9bd33a0848dba9e558cb8f546bcee5d0"></a>
void </td><td class="memItemRight" valign="bottom"><b>setLastRow</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>)</td></tr>
<tr class="separator:a9bd33a0848dba9e558cb8f546bcee5d0 inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa3452028876895626738d87042ea6a1b inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top"><a id="aa3452028876895626738d87042ea6a1b"></a>
void </td><td class="memItemRight" valign="bottom"><b>setTime</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t)</td></tr>
<tr class="separator:aa3452028876895626738d87042ea6a1b inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aae5ca66b3ce602c02ca9a2072dcb3a2d inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top"><a id="aae5ca66b3ce602c02ca9a2072dcb3a2d"></a>
void </td><td class="memItemRight" valign="bottom"><b>swap</b> (<a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &)</td></tr>
<tr class="separator:aae5ca66b3ce602c02ca9a2072dcb3a2d inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4ef7b49191e5b6b3d4312a0febec2f74 inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top"><a id="a4ef7b49191e5b6b3d4312a0febec2f74"></a>
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html#a4ef7b49191e5b6b3d4312a0febec2f74">applyTo</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v) const</td></tr>
<tr class="memdesc:a4ef7b49191e5b6b3d4312a0febec2f74 inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="mdescLeft"> </td><td class="mdescRight">apply operator to a given array <br /></td></tr>
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<tr class="memitem:a4a4ba36a92d1d38ecd212d3e6ffdcc86 inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top"><a id="a4a4ba36a92d1d38ecd212d3e6ffdcc86"></a>
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html#a4a4ba36a92d1d38ecd212d3e6ffdcc86">solveFor</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &rhs) const</td></tr>
<tr class="memdesc:a4a4ba36a92d1d38ecd212d3e6ffdcc86 inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="mdescLeft"> </td><td class="mdescRight">solve linear system for a given right-hand side <br /></td></tr>
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<tr class="memitem:a6b8a97cd76d7fc5e57cbc36a7a3ebe98 inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html#a6b8a97cd76d7fc5e57cbc36a7a3ebe98">solveFor</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &rhs, <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &result) const</td></tr>
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<tr class="memitem:a4142de67725f0d8da55dcd0cea16d32c inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top"><a id="a4142de67725f0d8da55dcd0cea16d32c"></a>
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html#a4142de67725f0d8da55dcd0cea16d32c">SOR</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &rhs, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> tol) const</td></tr>
<tr class="memdesc:a4142de67725f0d8da55dcd0cea16d32c inherit pub_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="mdescLeft"> </td><td class="mdescRight">solve linear system with SOR approach <br /></td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_types_class_quant_lib_1_1_tridiagonal_operator"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_tridiagonal_operator')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a></td></tr>
<tr class="memitem:a683f6e911f21420fe0ff4609055a8c41 inherit pub_types_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top"><a id="a683f6e911f21420fe0ff4609055a8c41"></a>
typedef <a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><b>array_type</b></td></tr>
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<tr class="inherit_header pub_static_methods_class_quant_lib_1_1_tridiagonal_operator"><td colspan="2" onclick="javascript:toggleInherit('pub_static_methods_class_quant_lib_1_1_tridiagonal_operator')"><img src="closed.png" alt="-"/> Static Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a></td></tr>
<tr class="memitem:af7d138b877b39e9af280942629d871c5 inherit pub_static_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top"><a id="af7d138b877b39e9af280942629d871c5"></a>
static <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html#af7d138b877b39e9af280942629d871c5">identity</a> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> size)</td></tr>
<tr class="memdesc:af7d138b877b39e9af280942629d871c5 inherit pub_static_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="mdescLeft"> </td><td class="mdescRight">identity instance <br /></td></tr>
<tr class="separator:af7d138b877b39e9af280942629d871c5 inherit pub_static_methods_class_quant_lib_1_1_tridiagonal_operator"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_tridiagonal_operator"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_tridiagonal_operator')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a></td></tr>
<tr class="memitem:a9bedbbacb0b82a55c579510cee137603 inherit pro_attribs_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top"><a id="a9bedbbacb0b82a55c579510cee137603"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>n_</b></td></tr>
<tr class="separator:a9bedbbacb0b82a55c579510cee137603 inherit pro_attribs_class_quant_lib_1_1_tridiagonal_operator"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:af5530947e239dbe2770cc68b00be1c5d inherit pro_attribs_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top"><a id="af5530947e239dbe2770cc68b00be1c5d"></a>
<a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><b>diagonal_</b></td></tr>
<tr class="separator:af5530947e239dbe2770cc68b00be1c5d inherit pro_attribs_class_quant_lib_1_1_tridiagonal_operator"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a0467f333e5deea857d0e085d086cec33 inherit pro_attribs_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top"><a id="a0467f333e5deea857d0e085d086cec33"></a>
<a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><b>lowerDiagonal_</b></td></tr>
<tr class="separator:a0467f333e5deea857d0e085d086cec33 inherit pro_attribs_class_quant_lib_1_1_tridiagonal_operator"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7713e5f977a1f0ad62dae6c14554812b inherit pro_attribs_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top"><a id="a7713e5f977a1f0ad62dae6c14554812b"></a>
<a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><b>upperDiagonal_</b></td></tr>
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<tr class="memitem:ac5d806c61eb50e57909ce47ffe587436 inherit pro_attribs_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top"><a id="ac5d806c61eb50e57909ce47ffe587436"></a>
<a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><b>temp_</b></td></tr>
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<tr class="memitem:a1c766be9fbc32a01f400cd90eda8dd48 inherit pro_attribs_class_quant_lib_1_1_tridiagonal_operator"><td class="memItemLeft" align="right" valign="top"><a id="a1c766be9fbc32a01f400cd90eda8dd48"></a>
ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator_1_1_time_setter.html">TimeSetter</a> > </td><td class="memItemRight" valign="bottom"><b>timeSetter_</b></td></tr>
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</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>\( D_{+} \) matricial representation </p>
<p>The differential operator \( D_{+} \) discretizes the first derivative with the first-order formula </p><p class="formulaDsp">
\[ \frac{\partial u_{i}}{\partial x} \approx \frac{u_{i+1}-u_{i}}{h} = D_{+} u_{i} \]
</p>
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