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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Files | |
| file | bisection.hpp [code] |
| bisection 1-D solver | |
| file | brent.hpp [code] |
| Brent 1-D solver. | |
| file | falseposition.hpp [code] |
| false-position 1-D solver | |
| file | finitedifferencenewtonsafe.hpp [code] |
| Safe (bracketed) Newton 1-D solver with finite difference derivatives. | |
| file | halley.hpp [code] |
| Halley 1-D solver. | |
| file | newton.hpp [code] |
| Newton 1-D solver. | |
| file | newtonsafe.hpp [code] |
| Safe (bracketed) Newton 1-D solver. | |
| file | ridder.hpp [code] |
| Ridder 1-D solver. | |
| file | secant.hpp [code] |
| secant 1-D solver | |