finitedifferencenewtonsafe.hpp File Reference

Safe (bracketed) Newton 1-D solver with finite difference derivatives. More...

Include dependency graph for finitedifferencenewtonsafe.hpp:

Classes

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

Namespaces

 QuantLib
 

Detailed Description

Safe (bracketed) Newton 1-D solver with finite difference derivatives.