QuantLib_SphereCylinderOptimizer man page

SphereCylinderOptimizer —


#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!


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

findByProjection(3), findClosest(3), isIntersectionNonEmpty(3) and SphereCylinderOptimizer(3) are aliases of QuantLib_SphereCylinderOptimizer(3).

QuantLib Version 1.8.1 Fri Sep 23 2016