QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
finitedifferencenewtonsafe.hpp File Reference

Safe (bracketed) Newton 1-D solver with finite difference derivatives. More...

#include <ql/math/solver1d.hpp>

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Classes

class  FiniteDifferenceNewtonSafe
 safe Newton 1-D solver with finite difference derivatives More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Safe (bracketed) Newton 1-D solver with finite difference derivatives.

Definition in file finitedifferencenewtonsafe.hpp.