QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Goldstein and Price line-search class. More...
#include <ql/math/optimization/linesearch.hpp>
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Classes | |
class | GoldsteinLineSearch |
Namespaces | |
namespace | QuantLib |
Goldstein and Price line-search class.
Definition in file goldstein.hpp.