A free/open-source library for quantitative finance
Reference manual - version 1.12
ql
math
solvers1d
solvers1d Directory Reference
Files
file
bisection.hpp
bisection 1-D solver
file
brent.hpp
Brent 1-D solver.
file
falseposition.hpp
false-position 1-D solver
file
finitedifferencenewtonsafe.hpp
Safe (bracketed) Newton 1-D solver with finite difference derivatives.
file
newton.hpp
Newton 1-D solver.
file
newtonsafe.hpp
Safe (bracketed) Newton 1-D solver.
file
ridder.hpp
Ridder 1-D solver.
file
secant.hpp
secant 1-D solver
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