QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Namespaces | Functions
spherecylinder.cpp File Reference
#include <ql/math/optimization/spherecylinder.hpp>
#include <ql/errors.hpp>
#include <algorithm>

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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)