Differential

java.lang.Object

org.drip.numerical.differentiation.Differential

public class Differential
extends java.lang.Object

Differential holds the incremental differentials for the variate and the objective function.

Module = Computational Core Module
Library = Numerical Analysis Library
Project = Numerical Quadrature, Differentiation, Eigenization, Linear Algebra, and Utilities
Package = R¹ To R¹ Numerical Differentiation

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

Differential(double dblDeltaVariate, double dblDeltaOF)
Differential constructor

Method Summary

Modifier and Type	Method	Description
`double`	`calcSlope(boolean bOFNumerator)`	Retrieve the Delta for the variate
`double`	`getDeltaOF()`	Retrieve the Delta for the OF
`double`	`getDeltaVariate()`	Retrieve the Delta for the variate

Methods inherited from class java.lang.Object

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

Constructor Details
- Differential
  
  public Differential(double dblDeltaVariate, double dblDeltaOF) throws java.lang.Exception
  
  Differential constructor
  
  Parameters:
  
  dblDeltaVariate - Delta Variate
  
  dblDeltaOF - Delta OF
  
  Throws:
  
  java.lang.Exception - Thrown if inputs are invalid
Method Details
- getDeltaOF
  
  public double getDeltaOF()
  
  Retrieve the Delta for the OF
  
  Returns:
  
  Delta OF
- getDeltaVariate
  
  public double getDeltaVariate()
  
  Retrieve the Delta for the variate
  
  Returns:
  
  Delta Variate
- calcSlope
  
  public double calcSlope(boolean bOFNumerator)
  
  Retrieve the Delta for the variate
  
  Parameters:
  
  bOFNumerator - TRUE - Calculate DOF/DVariate; FALSE - Calculate DVariate/DOF
  
  Returns:
  
  Delta Variate