QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
NumericalDifferentiation Member List

This is the complete list of members for NumericalDifferentiation, including all inherited members.

Backward enum value (defined in NumericalDifferentiation)NumericalDifferentiation
Central enum value (defined in NumericalDifferentiation)NumericalDifferentiation
Forward enum value (defined in NumericalDifferentiation)NumericalDifferentiation
NumericalDifferentiation(const boost::function< Real(Real)> &f, Size orderOfDerivative, const Array &x_offsets) (defined in NumericalDifferentiation)NumericalDifferentiation
NumericalDifferentiation(const boost::function< Real(Real)> &f, Size orderOfDerivative, Real stepSize, Size steps, Scheme scheme) (defined in NumericalDifferentiation)NumericalDifferentiation
offsets() const (defined in NumericalDifferentiation)NumericalDifferentiation
operator()(Real x) const (defined in NumericalDifferentiation)NumericalDifferentiation
Scheme enum name (defined in NumericalDifferentiation)NumericalDifferentiation
weights() const (defined in NumericalDifferentiation)NumericalDifferentiation