QuantLib_SphereCylinderOptimizer man page
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
- 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!
Generated automatically by Doxygen for QuantLib from the source code.
findByProjection(3), findClosest(3), isIntersectionNonEmpty(3) and SphereCylinderOptimizer(3) are aliases of QuantLib_SphereCylinderOptimizer(3).