QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Safe (bracketed) Newton 1-D solver with finite difference derivatives. More...
#include <ql/math/solver1d.hpp>
Go to the source code of this file.
Classes | |
class | FiniteDifferenceNewtonSafe |
safe Newton 1-D solver with finite difference derivatives More... | |
Namespaces | |
namespace | QuantLib |
Safe (bracketed) Newton 1-D solver with finite difference derivatives.
Definition in file finitedifferencenewtonsafe.hpp.