QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Newton Class Reference

Newton 1-D solver More...

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

Inheritance diagram for Newton:

Public Member Functions

template<class F>
Real solveImpl (const F &f, Real xAccuracy) const
Real solve (const F &f, Real accuracy, Real guess, Real step) const
void setMaxEvaluations (Size evaluations)
void setLowerBound (Real lowerBound)
 sets the lower bound for the function domain
void setUpperBound (Real upperBound)
 sets the upper bound for the function domain

Additional Inherited Members

Protected Member Functions inherited from CuriouslyRecurringTemplate< Newton >
Newtonimpl ()
Real root_
Real xMin_
Real xMax_
Real fxMin_
Real fxMax_
Size maxEvaluations_
Size evaluationNumber_

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.