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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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safe Newton 1-D solver with finite difference derivatives More...
#include <finitedifferencenewtonsafe.hpp>
Inheritance diagram for FiniteDifferenceNewtonSafe:
Collaboration diagram for FiniteDifferenceNewtonSafe:Public Member Functions | |
| template<class F > | |
| Real | solveImpl (const F &f, Real xAccuracy) const |
Public Member Functions inherited from Solver1D< FiniteDifferenceNewtonSafe > | |
| Solver1D ()=default | |
| Real | solve (const F &f, Real accuracy, Real guess, Real step) const |
| Real | solve (const F &f, Real accuracy, Real guess, Real xMin, Real xMax) const |
| void | setMaxEvaluations (Size evaluations) |
| void | setLowerBound (Real lowerBound) |
| sets the lower bound for the function domain More... | |
| void | setUpperBound (Real upperBound) |
| sets the upper bound for the function domain More... | |
Additional Inherited Members | |
Protected Member Functions inherited from CuriouslyRecurringTemplate< Impl > | |
| CuriouslyRecurringTemplate ()=default | |
| ~CuriouslyRecurringTemplate ()=default | |
| Impl & | impl () |
| const Impl & | impl () const |
Protected Attributes inherited from Solver1D< FiniteDifferenceNewtonSafe > | |
| Real | root_ |
| Real | xMin_ |
| Real | xMax_ |
| Real | fxMin_ |
| Real | fxMax_ |
| Size | maxEvaluations_ |
| Size | evaluationNumber_ |
safe Newton 1-D solver with finite difference derivatives
Definition at line 38 of file finitedifferencenewtonsafe.hpp.
Definition at line 41 of file finitedifferencenewtonsafe.hpp.
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