QuantLib_FiniteDifferenceNewtonSafe man page

FiniteDifferenceNewtonSafe — safe Newton 1-D solver with finite difference derivatives

Synopsis

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

Inherits Solver1D< FiniteDifferenceNewtonSafe >.

Public Member Functions

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

Additional Inherited Members

Detailed Description

safe Newton 1-D solver with finite difference derivatives

Tests

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

Author

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Info

Fri Sep 23 2016 Version 1.8.1 QuantLib