I don't remember precisely if Nero starts with it, or if the description is the same across the board, but in the first Devil May Cry it's purchasable under Alastor's abilities menu with the description along the lines of "concentrate magical energy directly under your feet to perform a second jump in the air." I know 3 has similar descriptions when you buy it for the Devil Arms, and I THINK 2 does too (but I don't play 2 very much).