A free/open-source library for quantitative finance
Version 1.3
Getting started
Introduction
Where to get QuantLib
Installation
Configuration
Usage
Version history
Additional resources
The QuantLib group
Copyright and license
Reference manual
Modules
Class Hierarchy
Compound List
File List
Compound Members
File Members
Todo List
Known Bugs
Caveats
Test Suite
Examples
ql
math
solvers1d
Classes
|
Namespaces
brent.hpp File Reference
Brent 1-D solver.
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#include <
ql/math/solver1d.hpp
>
Include dependency graph for brent.hpp:
Classes
class
Brent
Brent 1-D solver
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Namespaces
QuantLib
Detailed Description
Brent 1-D solver.