FiniteDifferenceNewtonSafe Class Reference

safe Newton 1-D solver with finite difference derivatives More...

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

Inheritance diagram for FiniteDifferenceNewtonSafe:

List of all members.

Public Member Functions

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

Detailed Description

safe Newton 1-D solver with finite difference derivatives

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