Package com.opengamma.strata.math.impl.differentiation

Interface Summary Interface Description Differentiator<S,T,U> Given a onedimensional function (seeFunction
), returns a function that calculates the gradient. 
Class Summary Class Description MatrixFieldFirstOrderDifferentiator Matrix field first order differentiator.ScalarFieldFirstOrderDifferentiator Differentiates a scalar field (i.e.ScalarFirstOrderDifferentiator Differentiates a scalar function with respect to its argument using finite difference.ScalarSecondOrderDifferentiator Differentiates a scalar function with respect to its argument using finite difference.VectorFieldFirstOrderDifferentiator Differentiates a vector field (i.e.VectorFieldSecondOrderDifferentiator The Vector field second order differentiator. 
Enum Summary Enum Description FiniteDifferenceType Enum representing the various differencing types that can be used to estimate the gradient of a function.