QuantLib_Newton

Langue: en

Autres versions - même langue

Version: 374139 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::Newton -

Newton 1-D solver

SYNOPSIS


#include <ql/math/solvers1d/newton.hpp>

Inherits Solver1D< Newton >.

Public Member Functions


template<class F > Real solveImpl (const F &f, Real xAccuracy) const

Detailed Description

Newton 1-D solver

Note:

This solver requires that the passed function object implement a method Real derivative(Real).

Tests

the correctness of the returned values is tested by checking them against known good results.

Author

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