Package org.drip.numerical.differentiation

R1 Rd Numerical Differentiation Schemes
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    DerivativeControl
    DerivativeControl provides bumps needed for numerically approximating derivatives.
    Differential
    Differential holds the incremental differentials for the variate and the objective function.
    WengertJacobian
    WengertJacobian contains the Jacobian of the given set of Wengert variables to the set of parameters.