findByProjection (3) - Linux Manuals

NAME

QuantLib::SphereCylinderOptimizer -

SYNOPSIS

#include <ql/math/optimization/spherecylinder.hpp>

Public Member Functions

SphereCylinderOptimizer (Real r, Real s, Real alpha, Real z1, Real z2, Real z3, Real zweight=1.0)

bool isIntersectionNonEmpty () const

void findClosest (Size maxIterations, Real tolerance, Real &y1, Real &y2, Real &y3) const

bool findByProjection (Real &y1, Real &y2, Real &y3) const

Detailed Description

*

we are in r^3 sphere centred at O radius r

*

vertical cylinder centred at (alpha,0) radius s

*

Z some point in R3

*

find point on intersection that is closest to Z

the intersection may be empty!

Author

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