QuantLib_Secant (3) - Linux Manuals
QuantLib_Secant: Secant 1-D solver
QuantLib::Secant - Secant 1-D solver
Inherits Solver1D< Secant >.
Public Member Functions
template<class F > Real solveImpl (const F &f, Real xAccuracy) const
Secant 1-D solver
- the correctness of the returned values is tested by checking them against known good results.
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