/** * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.strata.math.impl.differentiation; /** * Enum representing the various differencing types that can be used to estimate the gradient of a function. * <p> * Forward: $\frac{f(x + \epsilon) - f(x)}{\epsilon}$ * <p> * Central: $\frac{f(x + \epsilon) - f(x - \epsilon)}{2 * \epsilon}$ * <p> * Backward: $\frac{f(x) - f(x - \epsilon)}{\epsilon}$ */ public enum FiniteDifferenceType { /** * Forward differencing */ FORWARD, /** * Central differencing */ CENTRAL, /** * Backward differencing */ BACKWARD }