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/*
Copyright (C) 2000, 2001, 2002 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it under the
terms of the QuantLib license. You should have received a copy of the
license along with this program; if not, please email ferdinando@ametrano.net
The license is also available online at http://quantlib.org/html/license.html
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
// $Id: Solvers1D.i,v 1.9 2002/01/16 14:50:51 nando Exp $
#ifndef quantlib_solver1d_i
#define quantlib_solver1d_i
%include Functions.i
// 1D Solver interface
%{
using QuantLib::Solver1D;
using QuantLib::Solvers1D::Bisection;
using QuantLib::Solvers1D::Brent;
using QuantLib::Solvers1D::FalsePosition;
using QuantLib::Solvers1D::Newton;
using QuantLib::Solvers1D::NewtonSafe;
using QuantLib::Solvers1D::Ridder;
using QuantLib::Solvers1D::Secant;
%}
class Solver1D {
private:
// abstract class - no constructor exported
Solver1D();
public:
~Solver1D();
void setMaxEvaluations(int evaluations);
void setLowBound(double lowBound);
void setHiBound(double hiBound);
};
%addmethods Solver1D {
double solve(PyObject* pyFunction, double xAccuracy, double guess,
double step) {
PyObjectiveFunction f(pyFunction);
return self->solve(f, xAccuracy, guess, step);
}
double bracketedSolve(PyObject* pyFunction, double xAccuracy,
double guess, double xMin, double xMax) {
PyObjectiveFunction f(pyFunction);
return self->solve(f, xAccuracy, guess, xMin, xMax);
}
}
// Actual solvers
class Brent : public Solver1D {
public:
Brent();
~Brent();
};
class Bisection : public Solver1D {
public:
Bisection();
~Bisection();
};
class FalsePosition : public Solver1D {
public:
FalsePosition();
~FalsePosition();
};
class Newton : public Solver1D {
public:
Newton();
~Newton();
};
class NewtonSafe : public Solver1D {
public:
NewtonSafe();
~NewtonSafe();
};
class Ridder : public Solver1D {
public:
Ridder();
~Ridder();
};
class Secant : public Solver1D {
public:
Secant();
~Secant();
};
#endif
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