Name | FiniteDifferenceDerivativeParameters.model |
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Used by (from the same schema document) | Model Group DerivativeCalculationParameters.model |
Documentation | Parameters used in the computation of a derivative using numerical (finite difference) techniques. |
'The size and direction of the perturbation used to compute the derivative, e.g. 0.0001 = 1 bp.'
'The value is calculated by perturbing by the perturbationAmount and then the negative of the perturbationAmount and then averaging the two values (i.e. the value is half of the difference between perturbing up and perturbing down).'
'The type of perturbation, if any, used to compute the derivative (Absolute vs Relative).'