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quantlib.js

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"ql/methods/finitedifferences/operators/numericaldifferentiation"
NumericalDifferentiation
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Backward:

Defined in ql/methods/finitedifferences/operators/numericaldifferentiation.ts:151

Central

Central:

Defined in ql/methods/finitedifferences/operators/numericaldifferentiation.ts:151

Forward

Forward:

Defined in ql/methods/finitedifferences/operators/numericaldifferentiation.ts:151

Globals
"ql/methods/finitedifferences/operators/numericaldifferentiation"

NumericalDifferentiation
- Scheme
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  - Central
  - Forward
- _f
- _offsets
- _w
- f
- init1
- init2
- offsets
- weights

calcOffsets
calcWeights

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