QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Files | |
file | bisection.hpp [code] |
bisection 1-D solver | |
file | brent.hpp [code] |
Brent 1-D solver. | |
file | falseposition.hpp [code] |
false-position 1-D solver | |
file | finitedifferencenewtonsafe.hpp [code] |
Safe (bracketed) Newton 1-D solver with finite difference derivatives. | |
file | newton.hpp [code] |
Newton 1-D solver. | |
file | newtonsafe.hpp [code] |
Safe (bracketed) Newton 1-D solver. | |
file | ridder.hpp [code] |
Ridder 1-D solver. | |
file | secant.hpp [code] |
secant 1-D solver | |