QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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solvers1d Directory Reference

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