com.opengamma.strata.math.impl.util

Class Epsilon

java.lang.Object

com.opengamma.strata.math.impl.util.Epsilon

public final class Epsilon
extends Object

Taylor expansion epsilon.

Method Summary

Modifier and Type	Method and Description
static double	epsilon(double x) This is the Taylor expansion of $$\frac{\exp(x)-1}{x}$$ - note for $$|x| > 10^{-10}$$ the expansion is note used .
static double	epsilonP(double x) This is the Taylor expansion of the first derivative of $$\frac{\exp(x)-1}{x}$$.
static double	epsilonPP(double x) This is the Taylor expansion of the second derivative of $$\frac{\exp(x)-1}{x}$$.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

epsilon

public static double epsilon(double x)

This is the Taylor expansion of $$\frac{\exp(x)-1}{x}$$ - note for $$|x| > 10^{-10}$$ the expansion is note used .

Parameters:

x - the value

Returns:

the result

epsilonP

public static double epsilonP(double x)

This is the Taylor expansion of the first derivative of $$\frac{\exp(x)-1}{x}$$.

Parameters:

x - the value

Returns:

the result

epsilonPP

public static double epsilonPP(double x)

This is the Taylor expansion of the second derivative of $$\frac{\exp(x)-1}{x}$$.

Parameters:

x - the value

Returns:

the result