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<div id="projectbrief">A free/open-source library for quantitative finance</div>
<div id="projectnumber">Reference manual - version 1.20</div>
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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_secant.html">Secant</a></li> </ul>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">Secant Class Reference<div class="ingroups"><a class="el" href="group__math.html">Math tools</a> » <a class="el" href="group__solvers.html">One-dimensional solvers</a></div></div> </div>
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<p>Secant 1-D solver
<a href="class_quant_lib_1_1_secant.html#details">More...</a></p>
<p><code>#include <ql/math/solvers1d/secant.hpp></code></p>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for Secant:</div>
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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:adf493e7d8b118d4db940439fae5140e0"><td class="memTemplParams" colspan="2"><a id="adf493e7d8b118d4db940439fae5140e0"></a>
template<class F > </td></tr>
<tr class="memitem:adf493e7d8b118d4db940439fae5140e0"><td class="memTemplItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memTemplItemRight" valign="bottom"><b>solveImpl</b> (const F &f, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> xAccuracy) const</td></tr>
<tr class="separator:adf493e7d8b118d4db940439fae5140e0"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_solver1_d"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_solver1_d')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_solver1_d.html">Solver1D< Secant ></a></td></tr>
<tr class="memitem:a706af4c4d308b619825b6ee05b21e678 inherit pub_methods_class_quant_lib_1_1_solver1_d"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_solver1_d.html#a706af4c4d308b619825b6ee05b21e678">solve</a> (const F &f, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> guess, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> step) const</td></tr>
<tr class="separator:a706af4c4d308b619825b6ee05b21e678 inherit pub_methods_class_quant_lib_1_1_solver1_d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa98085e4d63f246d604efeedb279fc36 inherit pub_methods_class_quant_lib_1_1_solver1_d"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_solver1_d.html#aa98085e4d63f246d604efeedb279fc36">solve</a> (const F &f, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> guess, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> xMin, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> xMax) const</td></tr>
<tr class="separator:aa98085e4d63f246d604efeedb279fc36 inherit pub_methods_class_quant_lib_1_1_solver1_d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5cd4ab37661635dfaf1b58f547f4223f inherit pub_methods_class_quant_lib_1_1_solver1_d"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_solver1_d.html#a5cd4ab37661635dfaf1b58f547f4223f">setMaxEvaluations</a> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> evaluations)</td></tr>
<tr class="separator:a5cd4ab37661635dfaf1b58f547f4223f inherit pub_methods_class_quant_lib_1_1_solver1_d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6a9af21bb68e575c5616e2902a4788af inherit pub_methods_class_quant_lib_1_1_solver1_d"><td class="memItemLeft" align="right" valign="top"><a id="a6a9af21bb68e575c5616e2902a4788af"></a>
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_solver1_d.html#a6a9af21bb68e575c5616e2902a4788af">setLowerBound</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> lowerBound)</td></tr>
<tr class="memdesc:a6a9af21bb68e575c5616e2902a4788af inherit pub_methods_class_quant_lib_1_1_solver1_d"><td class="mdescLeft"> </td><td class="mdescRight">sets the lower bound for the function domain <br /></td></tr>
<tr class="separator:a6a9af21bb68e575c5616e2902a4788af inherit pub_methods_class_quant_lib_1_1_solver1_d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a96c5f418c69b6d88109d2ad8097694f0 inherit pub_methods_class_quant_lib_1_1_solver1_d"><td class="memItemLeft" align="right" valign="top"><a id="a96c5f418c69b6d88109d2ad8097694f0"></a>
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_solver1_d.html#a96c5f418c69b6d88109d2ad8097694f0">setUpperBound</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> upperBound)</td></tr>
<tr class="memdesc:a96c5f418c69b6d88109d2ad8097694f0 inherit pub_methods_class_quant_lib_1_1_solver1_d"><td class="mdescLeft"> </td><td class="mdescRight">sets the upper bound for the function domain <br /></td></tr>
<tr class="separator:a96c5f418c69b6d88109d2ad8097694f0 inherit pub_methods_class_quant_lib_1_1_solver1_d"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pro_methods_class_quant_lib_1_1_curiously_recurring_template"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_curiously_recurring_template')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_curiously_recurring_template.html">CuriouslyRecurringTemplate< Secant ></a></td></tr>
<tr class="memitem:af644e65b081eafdcfdf59fed1e0d50ff inherit pro_methods_class_quant_lib_1_1_curiously_recurring_template"><td class="memItemLeft" align="right" valign="top"><a id="af644e65b081eafdcfdf59fed1e0d50ff"></a>
<a class="el" href="class_quant_lib_1_1_secant.html">Secant</a> & </td><td class="memItemRight" valign="bottom"><b>impl</b> ()</td></tr>
<tr class="separator:af644e65b081eafdcfdf59fed1e0d50ff inherit pro_methods_class_quant_lib_1_1_curiously_recurring_template"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a347ce8909f609d980047e6d1a8c6c444 inherit pro_methods_class_quant_lib_1_1_curiously_recurring_template"><td class="memItemLeft" align="right" valign="top"><a id="a347ce8909f609d980047e6d1a8c6c444"></a>
const <a class="el" href="class_quant_lib_1_1_secant.html">Secant</a> & </td><td class="memItemRight" valign="bottom"><b>impl</b> () const</td></tr>
<tr class="separator:a347ce8909f609d980047e6d1a8c6c444 inherit pro_methods_class_quant_lib_1_1_curiously_recurring_template"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_solver1_d"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_solver1_d')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_solver1_d.html">Solver1D< Secant ></a></td></tr>
<tr class="memitem:a89fa88b509db30a8647975af216f813e inherit pro_attribs_class_quant_lib_1_1_solver1_d"><td class="memItemLeft" align="right" valign="top"><a id="a89fa88b509db30a8647975af216f813e"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>root_</b></td></tr>
<tr class="separator:a89fa88b509db30a8647975af216f813e inherit pro_attribs_class_quant_lib_1_1_solver1_d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a40f1875e76a0018adeb7d900d0afe1a0 inherit pro_attribs_class_quant_lib_1_1_solver1_d"><td class="memItemLeft" align="right" valign="top"><a id="a40f1875e76a0018adeb7d900d0afe1a0"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>xMin_</b></td></tr>
<tr class="separator:a40f1875e76a0018adeb7d900d0afe1a0 inherit pro_attribs_class_quant_lib_1_1_solver1_d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:abaa9fa4e15bfef5dff0636efb04b948f inherit pro_attribs_class_quant_lib_1_1_solver1_d"><td class="memItemLeft" align="right" valign="top"><a id="abaa9fa4e15bfef5dff0636efb04b948f"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>xMax_</b></td></tr>
<tr class="separator:abaa9fa4e15bfef5dff0636efb04b948f inherit pro_attribs_class_quant_lib_1_1_solver1_d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a70b291b7f51aba1fd2d1b0e952b05eff inherit pro_attribs_class_quant_lib_1_1_solver1_d"><td class="memItemLeft" align="right" valign="top"><a id="a70b291b7f51aba1fd2d1b0e952b05eff"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>fxMin_</b></td></tr>
<tr class="separator:a70b291b7f51aba1fd2d1b0e952b05eff inherit pro_attribs_class_quant_lib_1_1_solver1_d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ab1a3629c843b1a45743e0b3f4de5e127 inherit pro_attribs_class_quant_lib_1_1_solver1_d"><td class="memItemLeft" align="right" valign="top"><a id="ab1a3629c843b1a45743e0b3f4de5e127"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>fxMax_</b></td></tr>
<tr class="separator:ab1a3629c843b1a45743e0b3f4de5e127 inherit pro_attribs_class_quant_lib_1_1_solver1_d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad1fbba98763c2a0de29a5700ad331942 inherit pro_attribs_class_quant_lib_1_1_solver1_d"><td class="memItemLeft" align="right" valign="top"><a id="ad1fbba98763c2a0de29a5700ad331942"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>maxEvaluations_</b></td></tr>
<tr class="separator:ad1fbba98763c2a0de29a5700ad331942 inherit pro_attribs_class_quant_lib_1_1_solver1_d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a2a155adc5fe7e5242e59c1d9e059f0c9 inherit pro_attribs_class_quant_lib_1_1_solver1_d"><td class="memItemLeft" align="right" valign="top"><a id="a2a155adc5fe7e5242e59c1d9e059f0c9"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>evaluationNumber_</b></td></tr>
<tr class="separator:a2a155adc5fe7e5242e59c1d9e059f0c9 inherit pro_attribs_class_quant_lib_1_1_solver1_d"><td class="memSeparator" colspan="2"> </td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Secant 1-D solver </p>
<dl class="test"><dt><b><a class="el" href="test.html#_test000076">Tests:</a></b></dt><dd>the correctness of the returned values is tested by checking them against known good results.</dd></dl>
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