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

Find closest point of the intersection of a sphere and cylinder to a given point. More...

#include <ql/types.hpp>
#include <vector>

Go to the source code of this file.

Classes

class  SphereCylinderOptimizer
 

Namespaces

namespace  QuantLib
 

Functions

std::vector< Real > sphereCylinderOptimizerClosest (Real r, Real s, Real alpha, Real z1, Real z2, Real z3, Natural maxIterations, Real tolerance, Real zweight)
 

Detailed Description

Find closest point of the intersection of a sphere and cylinder to a given point.

Definition in file spherecylinder.hpp.