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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Brent 1-D solver More...
#include <brent.hpp>
Inheritance diagram for Brent:
Collaboration diagram for Brent:Public Member Functions | |
| template<class F > | |
| Real | solveImpl (const F &f, Real xAccuracy) const |
Public Member Functions inherited from Solver1D< Brent > | |
| 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... | |
Private Member Functions | |
| Real | sign (Real a, Real b) const |
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< Brent > | |
| Real | root_ |
| Real | xMin_ |
| Real | xMax_ |
| Real | fxMin_ |
| Real | fxMax_ |
| Size | maxEvaluations_ |
| Size | evaluationNumber_ |
Brent 1-D solver