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QuantLib_Newton
Langue: en
Version: 153227 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::Newton - Newton 1-D solverSYNOPSIS
#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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