Uses of Package
org.drip.numerical.differentiation
| Package | Description |
|---|---|
| org.drip.function.definition |
Function Implementation Ancillary Support Objects
|
| org.drip.function.e2erf |
E2 erf and erf-1 Implementations
|
| org.drip.function.e2erfc |
E2 erfc Estimation Function Implementation
|
| org.drip.function.enerf |
En erf Series and Generators
|
| org.drip.function.r1tor1 |
Built-in R1 To R1 Functions
|
| org.drip.numerical.differentiation |
R1 Rd Numerical Differentiation Schemes
|
| org.drip.numerical.estimation |
Function Numerical Estimates/Corrections/Bounds
|
| org.drip.numerical.laplacian |
Laplace Transform - Quadrature Based Evaluation
|
| org.drip.product.credit |
Credit Products - Components and Baskets
|
| org.drip.product.definition |
Fixed Income Components/Baskets Definitions
|
| org.drip.product.fra |
Standard/Market FRAs - Caps/Floors
|
| org.drip.product.fx |
FX Forwards, Cross Currency Swaps
|
| org.drip.product.option |
Options on Fixed Income Components
|
| org.drip.product.rates |
Fixed Income Multi-Stream Components
|
| org.drip.service.common |
Assorted Data Structures Support Utilities
|
| org.drip.specialfunction.derived |
Special Functions Derived using Others
|
| org.drip.specialfunction.digamma |
Estimation Techniques for Digamma Function
|
| org.drip.specialfunction.gamma |
Analytic/Series/Integral Gamma Estimators
|
| org.drip.specialfunction.incompletegamma |
Upper/Lower Incomplete Gamma Functions
|
| org.drip.specialfunction.lanczos |
Lanczos Scheme for Gamma Estimate
|
| org.drip.specialfunction.loggamma |
Analytic/Series/Integral Log Gamma Estimators
|
| org.drip.spline.grid |
Aggregated/Overlapping Stretch/Span Grids
|
| org.drip.spline.segment |
Flexure Penalizing Best Fit Segment
|
| org.drip.spline.stretch |
Multi-Segment Sequence Spline Stretch
|
| org.drip.state.basis |
Basis State Curve Construction/Estimation
|
| org.drip.state.curve |
Basis Spline Based Latent States
|
| org.drip.state.discount |
Discount Curve Spline Latent State
|
| org.drip.state.forward |
Forward Latent State Curve Estimator
|
| org.drip.state.fx |
FX Latent State Curve Estimator
|
| org.drip.state.govvie |
Govvie Latent State Curve Estimator
|
| org.drip.state.nonlinear |
Nonlinear (i.e., Boot) Latent State Construction
|
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Classes in org.drip.numerical.differentiation used by org.drip.function.definition Class Description Differential Differential holds the incremental differentials for the variate and the objective function. -
Classes in org.drip.numerical.differentiation used by org.drip.function.e2erf Class Description DerivativeControl DerivativeControl provides bumps needed for numerically approximating derivatives. -
Classes in org.drip.numerical.differentiation used by org.drip.function.e2erfc Class Description DerivativeControl DerivativeControl provides bumps needed for numerically approximating derivatives. -
Classes in org.drip.numerical.differentiation used by org.drip.function.enerf Class Description DerivativeControl DerivativeControl provides bumps needed for numerically approximating derivatives. -
Classes in org.drip.numerical.differentiation used by org.drip.function.r1tor1 Class Description DerivativeControl DerivativeControl provides bumps needed for numerically approximating derivatives.Differential Differential holds the incremental differentials for the variate and the objective function. -
Classes in org.drip.numerical.differentiation used by org.drip.numerical.differentiation Class Description WengertJacobian WengertJacobian contains the Jacobian of the given set of Wengert variables to the set of parameters. -
Classes in org.drip.numerical.differentiation used by org.drip.numerical.estimation Class Description DerivativeControl DerivativeControl provides bumps needed for numerically approximating derivatives. -
Classes in org.drip.numerical.differentiation used by org.drip.numerical.laplacian Class Description DerivativeControl DerivativeControl provides bumps needed for numerically approximating derivatives. -
Classes in org.drip.numerical.differentiation used by org.drip.product.credit Class Description WengertJacobian WengertJacobian contains the Jacobian of the given set of Wengert variables to the set of parameters. -
Classes in org.drip.numerical.differentiation used by org.drip.product.definition Class Description WengertJacobian WengertJacobian contains the Jacobian of the given set of Wengert variables to the set of parameters. -
Classes in org.drip.numerical.differentiation used by org.drip.product.fra Class Description WengertJacobian WengertJacobian contains the Jacobian of the given set of Wengert variables to the set of parameters. -
Classes in org.drip.numerical.differentiation used by org.drip.product.fx Class Description WengertJacobian WengertJacobian contains the Jacobian of the given set of Wengert variables to the set of parameters. -
Classes in org.drip.numerical.differentiation used by org.drip.product.option Class Description WengertJacobian WengertJacobian contains the Jacobian of the given set of Wengert variables to the set of parameters. -
Classes in org.drip.numerical.differentiation used by org.drip.product.rates Class Description WengertJacobian WengertJacobian contains the Jacobian of the given set of Wengert variables to the set of parameters. -
Classes in org.drip.numerical.differentiation used by org.drip.service.common Class Description WengertJacobian WengertJacobian contains the Jacobian of the given set of Wengert variables to the set of parameters. -
Classes in org.drip.numerical.differentiation used by org.drip.specialfunction.derived Class Description DerivativeControl DerivativeControl provides bumps needed for numerically approximating derivatives. -
Classes in org.drip.numerical.differentiation used by org.drip.specialfunction.digamma Class Description DerivativeControl DerivativeControl provides bumps needed for numerically approximating derivatives. -
Classes in org.drip.numerical.differentiation used by org.drip.specialfunction.gamma Class Description DerivativeControl DerivativeControl provides bumps needed for numerically approximating derivatives. -
Classes in org.drip.numerical.differentiation used by org.drip.specialfunction.incompletegamma Class Description DerivativeControl DerivativeControl provides bumps needed for numerically approximating derivatives. -
Classes in org.drip.numerical.differentiation used by org.drip.specialfunction.lanczos Class Description DerivativeControl DerivativeControl provides bumps needed for numerically approximating derivatives. -
Classes in org.drip.numerical.differentiation used by org.drip.specialfunction.loggamma Class Description DerivativeControl DerivativeControl provides bumps needed for numerically approximating derivatives. -
Classes in org.drip.numerical.differentiation used by org.drip.spline.grid Class Description WengertJacobian WengertJacobian contains the Jacobian of the given set of Wengert variables to the set of parameters. -
Classes in org.drip.numerical.differentiation used by org.drip.spline.segment Class Description WengertJacobian WengertJacobian contains the Jacobian of the given set of Wengert variables to the set of parameters. -
Classes in org.drip.numerical.differentiation used by org.drip.spline.stretch Class Description WengertJacobian WengertJacobian contains the Jacobian of the given set of Wengert variables to the set of parameters. -
Classes in org.drip.numerical.differentiation used by org.drip.state.basis Class Description WengertJacobian WengertJacobian contains the Jacobian of the given set of Wengert variables to the set of parameters. -
Classes in org.drip.numerical.differentiation used by org.drip.state.curve Class Description WengertJacobian WengertJacobian contains the Jacobian of the given set of Wengert variables to the set of parameters. -
Classes in org.drip.numerical.differentiation used by org.drip.state.discount Class Description WengertJacobian WengertJacobian contains the Jacobian of the given set of Wengert variables to the set of parameters. -
Classes in org.drip.numerical.differentiation used by org.drip.state.forward Class Description WengertJacobian WengertJacobian contains the Jacobian of the given set of Wengert variables to the set of parameters. -
Classes in org.drip.numerical.differentiation used by org.drip.state.fx Class Description WengertJacobian WengertJacobian contains the Jacobian of the given set of Wengert variables to the set of parameters. -
Classes in org.drip.numerical.differentiation used by org.drip.state.govvie Class Description WengertJacobian WengertJacobian contains the Jacobian of the given set of Wengert variables to the set of parameters. -
Classes in org.drip.numerical.differentiation used by org.drip.state.nonlinear Class Description WengertJacobian WengertJacobian contains the Jacobian of the given set of Wengert variables to the set of parameters.