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spherecylinder.hpp File Reference


Detailed Description

Find closest point of the intersection of a sphere and cylinder to a given point.

Definition in file spherecylinder.hpp.

#include <ql/types.hpp>
#include <vector>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::SphereCylinderOptimizer

Functions

std::vector< Real > QuantLib::sphereCylinderOptimizerClosest (Real r, Real s, Real alpha, Real z1, Real z2, Real z3, Natural maxIterations, Real tolerance, Real zweight)


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