Function fang_oost::get_u

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
);