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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>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Functions

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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