QuantLib_Secant (3) - Linux Manuals

QuantLib_Secant: Secant 1-D solver

NAME

QuantLib::Secant - Secant 1-D solver

SYNOPSIS

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

Inherits Solver1D< Secant >.

Public Member Functions

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

Detailed Description

Secant 1-D solver

Tests

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

Author

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