QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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richardsonextrapolation.cpp File Reference
#include <ql/errors.hpp>
#include <ql/math/solvers1d/brent.hpp>
#include <ql/math/richardsonextrapolation.hpp>
#include <cmath>

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Namespaces

namespace  QuantLib
 

Variable Documentation

◆ fdelta_h_

const Real fdelta_h_
private

Definition at line 41 of file richardsonextrapolation.cpp.

◆ ft_

const Real ft_
private

Definition at line 41 of file richardsonextrapolation.cpp.

◆ fs_

const Real fs_
private
Examples
GlobalOptimizer.cpp.

Definition at line 41 of file richardsonextrapolation.cpp.

◆ t_

const Real t_
private

Definition at line 41 of file richardsonextrapolation.cpp.

◆ s_

const Real s_
private

Definition at line 41 of file richardsonextrapolation.cpp.