Interface ISecondDerivativeSolver1DFunction

Namespace

NanoQL.Numerics

Assembly

NanoQL.dll

A function with its first and second derivatives, as Halley's solver needs it: the concept QuantLib's solver states as "the passed function object implement a method Real derivative(Real) and Real secondDerivative(Real)".

public interface ISecondDerivativeSolver1DFunction : IDerivativeSolver1DFunction, ISolver1DFunction

Inherited Members

IDerivativeSolver1DFunction.Derivative(double)

ISolver1DFunction.Evaluate(double)

Methods

SecondDerivative(double)

The function's second derivative at a point.

double SecondDerivative(double x)

Parameters

x double

The point.

Returns

double

f″(x).