QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
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