QuantLib_Brent (3) - Linux Manuals
QuantLib_Brent: Brent 1-D solver
NAME
QuantLib::Brent - Brent 1-D solver
SYNOPSIS
#include <ql/math/solvers1d/brent.hpp>
Inherits Solver1D< Brent >.
Public Member Functions
template<class F > Real solveImpl (const F &f, Real xAccuracy) const
Detailed Description
Brent 1-D solver
Tests
- the correctness of the returned values is tested by checking them against known good results.
Author
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