| Package | Description |
|---|---|
| com.opengamma.strata.math.impl.differentiation | |
| com.opengamma.strata.math.impl.function |
| Modifier and Type | Method and Description |
|---|---|
static FiniteDifferenceType |
FiniteDifferenceType.valueOf(String name)
Returns the enum constant of this type with the specified name.
|
static FiniteDifferenceType[] |
FiniteDifferenceType.values()
Returns an array containing the constants of this enum type, in
the order they are declared.
|
| Constructor and Description |
|---|
ScalarFieldFirstOrderDifferentiator(FiniteDifferenceType differenceType,
double eps)
Creates an instance that approximates the derivative of a scalar function by finite difference.
|
ScalarFirstOrderDifferentiator(FiniteDifferenceType differenceType)
Creates an instance using the default value of eps (10-5).
|
ScalarFirstOrderDifferentiator(FiniteDifferenceType differenceType,
double eps)
Creates an instance.
|
VectorFieldFirstOrderDifferentiator(FiniteDifferenceType differenceType)
Creates an instance using the default value of eps (10-5).
|
VectorFieldFirstOrderDifferentiator(FiniteDifferenceType differenceType,
double eps)
Creates an instance.
|
| Modifier and Type | Method and Description |
|---|---|
default DoubleFunction1D |
DoubleFunction1D.derivative(FiniteDifferenceType differenceType,
double eps)
Returns a function that calculates the first derivative.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.