Function fang_oost::get_u [−][src]
pub fn get_u(du: f64, index: usize) -> f64
Function to compute the discrete U. The operation is cheap and takes less ram than simply using the computeURange function to create a vector. Note that "uMin" is always zero and hence is unecessary. This can (should?) be simply an implementation of a generic "getNode" function but is broken into two functions to make it explicit and be more closely aligned with the Fang Oosterlee paper.
Examples
let du = 0.5; let index = 25; let u=fang_oost::get_u( du, index );