QuantLib: One-dimensional solvers

A free/open-source library for quantitative finance Reference manual - version 1.20

Classes
One-dimensional solvers
Math tools

## Classes
class | Bisection
| Bisection 1-D solver More...
class | Brent
| Brent 1-D solver More...
class | FalsePosition
| False position 1-D solver. More...
class | FiniteDifferenceNewtonSafe
| safe Newton 1-D solver with finite difference derivatives More...
class | Newton
| Newton 1-D solver More...
class | NewtonSafe
| safe Newton 1-D solver More...
class | Ridder
| Ridder 1-D solver More...
class | Secant
| Secant 1-D solver More...

## Detailed Description

The abstract class QuantLib::Solver1D provides the interface for one-dimensional solvers which can find the zeroes of a given function.

A number of such solvers is contained in the ql/Solvers1D directory.

The implementation of the algorithms was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery - Chapter 9

Some work is needed to resolve the ambiguity of the root finding accuracy defition: for some algorithms it is the x-accuracy, for others it is f(x)-accuracy.