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 | |
template<class T> | |
Real | QuantLib::valueAtCenter (const T &a) |
template<class T> | |
Real | QuantLib::firstDerivativeAtCenter (const T &a, const T &g) |
template<class T> | |
Real | QuantLib::secondDerivativeAtCenter (const T &a, const T &g) |