Package com.opengamma.strata.math.impl.differentiation

Interface Summary

Interface	Description
Differentiator<S,T,U>	Given a one-dimensional function (see Function), returns a function that calculates the gradient.

Class Summary

Class	Description
MatrixFieldFirstOrderDifferentiator	Matrix field first order differentiator.
ScalarFieldFirstOrderDifferentiator	Differentiates a scalar field (i.e.
ScalarFirstOrderDifferentiator	Differentiates a scalar function with respect to its argument using finite difference.
ScalarSecondOrderDifferentiator	Differentiates a scalar function with respect to its argument using finite difference.
VectorFieldFirstOrderDifferentiator	Differentiates a vector field (i.e.
VectorFieldSecondOrderDifferentiator	The Vector field second order differentiator.

Enum Summary

Enum	Description
FiniteDifferenceType	Enum representing the various differencing types that can be used to estimate the gradient of a function.