QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
Abstract 1-D solver class. More...
#include <ql/math/comparison.hpp>
#include <ql/utilities/null.hpp>
#include <ql/patterns/curiouslyrecurring.hpp>
#include <ql/errors.hpp>
#include <algorithm>
#include <iomanip>
Go to the source code of this file.
Classes | |
class | Solver1D< Impl > |
Base class for 1-D solvers. More... | |
Namespaces | |
namespace | QuantLib |
Macros | |
#define | MAX_FUNCTION_EVALUATIONS 100 |
Abstract 1-D solver class.
Definition in file solver1d.hpp.
#define MAX_FUNCTION_EVALUATIONS 100 |
Definition at line 36 of file solver1d.hpp.