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Sourcecode: quantlib version File versions  Download package

valueatcenter.hpp File Reference

Detailed Description

compute value, first, and second derivatives at grid center

Definition in file valueatcenter.hpp.

#include <ql/Math/array.hpp>

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namespace  QuantLib


Real QuantLib::firstDerivativeAtCenter (const Array &a, const Array &g)
Real QuantLib::secondDerivativeAtCenter (const Array &a, const Array &g)
Real QuantLib::valueAtCenter (const Array &a)

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