QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
Brent 1-D solver More...
#include <brent.hpp>
Public Member Functions | |
template<class F > | |
Real | solveImpl (const F &f, Real xAccuracy) const |
Public Member Functions inherited from Solver1D< Brent > | |
Solver1D ()=default | |
Real | solve (const F &f, Real accuracy, Real guess, Real step) const |
Real | solve (const F &f, Real accuracy, Real guess, Real xMin, Real xMax) const |
void | setMaxEvaluations (Size evaluations) |
void | setLowerBound (Real lowerBound) |
sets the lower bound for the function domain More... | |
void | setUpperBound (Real upperBound) |
sets the upper bound for the function domain More... | |
Private Member Functions | |
Real | sign (Real a, Real b) const |
Additional Inherited Members | |
Protected Member Functions inherited from CuriouslyRecurringTemplate< Impl > | |
CuriouslyRecurringTemplate ()=default | |
~CuriouslyRecurringTemplate ()=default | |
Impl & | impl () |
const Impl & | impl () const |
Protected Attributes inherited from Solver1D< Brent > | |
Real | root_ |
Real | xMin_ |
Real | xMax_ |
Real | fxMin_ |
Real | fxMax_ |
Size | maxEvaluations_ |
Size | evaluationNumber_ |
Brent 1-D solver