QuantLib_Newton (3) - Linux Manuals

QuantLib_Newton: Newton 1-D solver

NAME

QuantLib::Newton - Newton 1-D solver

SYNOPSIS

#include <ql/math/solvers1d/newton.hpp>

Inherits Solver1D< Newton >.

Public Member Functions

template<class F > Real solveImpl (const F &f, Real xAccuracy) const

Detailed Description

Newton 1-D solver

Note:

This solver requires that the passed function object implement a method Real derivative(Real).

Tests

the correctness of the returned values is tested by checking them against known good results.

Author

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