numericaldifferentiation.hpp File Reference

numerical differentiation of arbitrary order and on irregular grids More...

#include <ql/math/array.hpp>
#include <ql/functional.hpp>

Go to the source code of this file.

Classes
class	NumericalDifferentiation
	Numerical Differentiation on arbitrarily spaced grids. More...

Namespaces
namespace	QuantLib

Detailed Description

numerical differentiation of arbitrary order and on irregular grids

Definition in file numericaldifferentiation.hpp.