QuantLib 0.3.11
Getting started
Reference manual
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) |
