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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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This is the complete list of members for NumericalDifferentiation, including all inherited members.
| Backward enum value | NumericalDifferentiation | |
| Central enum value | NumericalDifferentiation | |
| f_ | NumericalDifferentiation | private |
| Forward enum value | NumericalDifferentiation | |
| NumericalDifferentiation(std::function< Real(Real)> f, Size orderOfDerivative, Array x_offsets) | NumericalDifferentiation | |
| NumericalDifferentiation(std::function< Real(Real)> f, Size orderOfDerivative, Real stepSize, Size steps, Scheme scheme) | NumericalDifferentiation | |
| offsets() const | NumericalDifferentiation | |
| offsets_ | NumericalDifferentiation | private |
| operator()(Real x) const | NumericalDifferentiation | |
| Scheme enum name | NumericalDifferentiation | |
| w_ | NumericalDifferentiation | private |
| weights() const | NumericalDifferentiation |