QuantLib 0.3.7
http://quantlib.org
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Introduction
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The QuantLib group
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Reference manual
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Examples
Brent Class Reference
#include <ql/Solvers1D/brent.hpp>
Inheritance diagram for Brent:
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legend
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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
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