QuantLib_SphereCylinderOptimizer

Langue: en

Autres versions - même langue

Version: 382595 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::SphereCylinderOptimizer -

SYNOPSIS


#include <ql/math/optimization/spherecylinder.hpp>

Public Member Functions


SphereCylinderOptimizer (Real r, Real s, Real alpha, Real z1, Real z2, Real z3, Real zweight=1.0)

bool isIntersectionNonEmpty () const

void findClosest (Size maxIterations, Real tolerance, Real &y1, Real &y2, Real &y3) const

bool findByProjection (Real &y1, Real &y2, Real &y3) const

Detailed Description

*
we are in r^3 sphere centred at O radius r
*
vertical cylinder centred at (alpha,0) radius s
*
Z some point in R3
*
find point on intersection that is closest to Z

the intersection may be empty!

Author

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