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)