QuantLib 0.3.6
User manual
Introduction to QuantLib
QuantLib components
Reference manual
Newton Class Reference
#include <ql/Solvers1D/newton.hpp>
Inheritance diagram for Newton:
Detailed Description
Newton 1-D solver
- Note:
- This solver requires that the passed function object implement a method
double derivative(double).
Public Member Functions | |
| template<class F> double | solveImpl (const F &f, double xAccuracy) const |
