QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Member Functions | List of all members
Secant Class Reference

Secant 1-D solver More...

#include <ql/math/solvers1d/secant.hpp>

+ Inheritance diagram for Secant:
+ Collaboration diagram for Secant:

Public Member Functions

template<class F >
Real solveImpl (const F &f, Real xAccuracy) const
 
- Public Member Functions inherited from Solver1D< Secant >
 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< Secant >
Real root_
 
Real xMin_
 
Real xMax_
 
Real fxMin_
 
Real fxMax_
 
Size maxEvaluations_
 
Size evaluationNumber_
 

Detailed Description

Secant 1-D solver

Tests:
the correctness of the returned values is tested by checking them against known good results.

Definition at line 37 of file secant.hpp.

Member Function Documentation

◆ solveImpl()

Real solveImpl ( const F &  f,
Real  xAccuracy 
) const

Definition at line 40 of file secant.hpp.

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