ql/FiniteDifferences/valueatcenter.hpp File Reference


Detailed Description

compute value, first, and second derivatives at grid center

#include <ql/Math/array.hpp>

Include dependency graph for valueatcenter.hpp:


Namespaces

namespace  QuantLib

Functions

Real QuantLib::valueAtCenter (const Array &a)
Real QuantLib::firstDerivativeAtCenter (const Array &a, const Array &grid)
Real QuantLib::secondDerivativeAtCenter (const Array &a, const Array &grid)

QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen