QuantLib: Root Class Reference

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

Public Member Functions | List of all members
Root Class Reference

Utility for the numerical time solver. More...

`#include <ql/experimental/credit/randomdefaultlatentmodel.hpp>`

## Public Member Functions
| Root (const Handle< DefaultProbabilityTermStructure > &dts, Real pd)
Real | operator() (Real t) const

## Detailed Description

Utility for the numerical time solver.