Brent Class Reference

#include <ql/Solvers1D/brent.hpp>

Inheritance diagram for Brent:

Inheritance graph
[legend]
List of all members.

Detailed Description

Brent 1-D solver

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


Public Member Functions

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


QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen