QuantLib_SphereCylinderOptimizer man page

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

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).

Fri Feb 10 2017 Version 1.9.1 QuantLib