QuantLib_Brent (3) Linux Manual Page

QuantLib::Brent – Brent 1-D solver

Synopsis

#include <ql/math/solvers1d/brent.hpp>

Inherits Solver1D< Brent >.

Public Member Functions

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

Detailed Description

Brent 1-D solver

Tests

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

Author

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