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Sourcecode: quantlib version File versions

QuantLib::Brent Class Reference

#include <brent.hpp>

Inheritance diagram for QuantLib::Brent:

QuantLib::Solver1D< Impl > QuantLib::CuriouslyRecurringTemplate< Impl >

List of all members.


Detailed Description

Brent 1-D solver

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

Definition at line 35 of file brent.hpp.


Public Member Functions

template<class F>
Real solveImpl (const F &f, Real xAccuracy) const
Modifiers
void setLowerBound (Real lowerBound)
 sets the lower bound for the function domain
void setMaxEvaluations (Size evaluations)
void setUpperBound (Real upperBound)
 sets the upper bound for the function domain
template<class F>
Real solve (const F &f, Real accuracy, Real guess, Real xMin, Real xMax) const
template<class F>
Real solve (const F &f, Real accuracy, Real guess, Real step) const

Protected Member Functions

const Impl & impl () const
Impl & impl ()

Protected Attributes

Size evaluationNumber_
Real fxMax_
Real fxMin_
Size maxEvaluations_
Real root_
Real xMax_
Real xMin_

Private Member Functions

Real sign (Real a, Real b) const

The documentation for this class was generated from the following file:

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