| Package | Description |
|---|---|
| com.opengamma.strata.math.impl.differentiation | |
| com.opengamma.strata.math.impl.function |
| Class and Description |
|---|
| Differentiator
Given a one-dimensional function (see
Function), returns a function that calculates the gradient. |
| FiniteDifferenceType
Enum representing the various differencing types that can be used to estimate the gradient of a function.
|
| Class and Description |
|---|
| FiniteDifferenceType
Enum representing the various differencing types that can be used to estimate the gradient of a function.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.