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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Brent Member List

This is the complete list of members for Brent, including all inherited members.

CuriouslyRecurringTemplate()=defaultCuriouslyRecurringTemplate< Impl >protected
enforceBounds_(Real x) constSolver1D< Brent >private
evaluationNumber_Solver1D< Brent >mutableprotected
fxMax_Solver1D< Brent >protected
fxMin_Solver1D< Brent >protected
impl()CuriouslyRecurringTemplate< Impl >protected
impl() constCuriouslyRecurringTemplate< Impl >protected
lowerBound_Solver1D< Brent >private
lowerBoundEnforced_Solver1D< Brent >private
maxEvaluations_Solver1D< Brent >protected
root_Solver1D< Brent >mutableprotected
setLowerBound(Real lowerBound)Solver1D< Brent >
setMaxEvaluations(Size evaluations)Solver1D< Brent >
setUpperBound(Real upperBound)Solver1D< Brent >
sign(Real a, Real b) constBrentprivate
solve(const F &f, Real accuracy, Real guess, Real step) constSolver1D< Brent >
solve(const F &f, Real accuracy, Real guess, Real xMin, Real xMax) constSolver1D< Brent >
solveImpl(const F &f, Real xAccuracy) constBrent
Solver1D()=defaultSolver1D< Brent >
upperBound_Solver1D< Brent >private
upperBoundEnforced_Solver1D< Brent >private
xMax_Solver1D< Brent >protected
xMin_Solver1D< Brent >protected
~CuriouslyRecurringTemplate()=defaultCuriouslyRecurringTemplate< Impl >protected
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