QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Find closest point of the intersection of a sphere and cylinder to a given point. More...
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) |
Find closest point of the intersection of a sphere and cylinder to a given point.
Definition in file spherecylinder.hpp.