QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | List of all members
SphereCylinderOptimizer Class Reference

#include <ql/math/optimization/spherecylinder.hpp>

Public Member Functions

 SphereCylinderOptimizer (Real r, Real s, Real alpha, Real z1, Real z2, Real z3, Real zweight=1.0)
 
bool isIntersectionNonEmpty () const
 
void findClosest (Size maxIterations, Real tolerance, Real &y1, Real &y2, Real &y3) const
 
bool findByProjection (Real &y1, Real &y2, Real &y3) const
 

Detailed Description

the intersection may be empty!