spherecylinder.hpp File Reference

Find closest point of the intersection of a sphere and cylinder to a given point. More...

#include <ql/types.hpp>
#include <vector>

Go to the source code of this file.

Classes
class	SphereCylinderOptimizer

Namespaces
namespace	QuantLib

Functions
std::vector< Real >	sphereCylinderOptimizerClosest (Real r, Real s, Real alpha, Real z1, Real z2, Real z3, Natural maxIterations, Real tolerance, Real zweight)

Detailed Description

Find closest point of the intersection of a sphere and cylinder to a given point.

Definition in file spherecylinder.hpp.