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<div id="projectbrief">A free/open-source library for quantitative finance</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_solver1_d.html">Solver1D</a></li> </ul>
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<div class="title">Solver1D< Impl > Class Template Reference</div> </div>
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<p>Base class for 1-D solvers.
<a href="class_quant_lib_1_1_solver1_d.html#details">More...</a></p>
<p><code>#include <ql/math/solver1d.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 Solver1D< Impl >:</div>
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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
Modifiers</h2></td></tr>
<tr class="memitem:a89fa88b509db30a8647975af216f813e"><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"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a40f1875e76a0018adeb7d900d0afe1a0"><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"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:abaa9fa4e15bfef5dff0636efb04b948f"><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"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a70b291b7f51aba1fd2d1b0e952b05eff"><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"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ab1a3629c843b1a45743e0b3f4de5e127"><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"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad1fbba98763c2a0de29a5700ad331942"><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"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a2a155adc5fe7e5242e59c1d9e059f0c9"><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"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a706af4c4d308b619825b6ee05b21e678"><td class="memTemplParams" colspan="2">template<class F > </td></tr>
<tr class="memitem:a706af4c4d308b619825b6ee05b21e678"><td class="memTemplItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memTemplItemRight" 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"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa98085e4d63f246d604efeedb279fc36"><td class="memTemplParams" colspan="2">template<class F > </td></tr>
<tr class="memitem:aa98085e4d63f246d604efeedb279fc36"><td class="memTemplItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memTemplItemRight" 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"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5cd4ab37661635dfaf1b58f547f4223f"><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"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6a9af21bb68e575c5616e2902a4788af"><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"><td class="mdescLeft"> </td><td class="mdescRight">sets the lower bound for the function domain <br /></td></tr>
<tr class="separator:a6a9af21bb68e575c5616e2902a4788af"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a96c5f418c69b6d88109d2ad8097694f0"><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"><td class="mdescLeft"> </td><td class="mdescRight">sets the upper bound for the function domain <br /></td></tr>
<tr class="separator:a96c5f418c69b6d88109d2ad8097694f0"><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< Impl ></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>
Impl & </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 Impl & </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>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><h3>template<class Impl><br />
class QuantLib::Solver1D< Impl ></h3>
<p>Base class for 1-D solvers. </p>
<p>The implementation of this class uses the so-called "Barton-Nackman trick", also known as "the curiously recurring
template pattern". Concrete solvers will be declared as: </p><div class="fragment"><div class="line"><span class="keyword">class </span>Foo : <span class="keyword">public</span> Solver1D<Foo> {</div>
<div class="line"> <span class="keyword">public</span>:</div>
<div class="line"> ...</div>
<div class="line"> <span class="keyword">template</span> <<span class="keyword">class</span> F></div>
<div class="line"> <a class="code" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78" title="real number">Real</a> solveImpl(<span class="keyword">const</span> F& f, <a class="code" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78" title="real number">Real</a> accuracy)<span class="keyword"> const </span>{</div>
<div class="line"> ...</div>
<div class="line"> }</div>
<div class="line">};</div>
</div><!-- fragment --><p> Before calling <code>solveImpl</code>, the base class will set its protected data members so that:</p><ul>
<li><code>xMin_</code> and <code>xMax_</code> form a valid bracket;</li>
<li><code>fxMin_</code> and <code>fxMax_</code> contain the values of the function in <code>xMin_</code> and <code>xMax_</code>;</li>
<li><code>root_</code> is a valid initial guess. The implementation of <code>solveImpl</code> can safely assume all of the above.</li>
</ul>
</div><h2 class="groupheader">Member Function Documentation</h2>
<a id="a706af4c4d308b619825b6ee05b21e678"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a706af4c4d308b619825b6ee05b21e678">◆ </a></span>solve() <span class="overload">[1/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> solve </td>
<td>(</td>
<td class="paramtype">const F & </td>
<td class="paramname"><em>f</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>accuracy</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>guess</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>step</em> </td>
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<td></td>
<td>)</td>
<td></td><td> const</td>
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</div><div class="memdoc">
<p>This method returns the zero of the function \( f \), determined with the given accuracy \( \epsilon \); depending on the particular solver, this might mean that the returned \( x \) is such that \( |f(x)| < \epsilon \), or that \( |x-\xi| < \epsilon \) where \( \xi \) is the real zero.</p>
<p>This method contains a bracketing routine to which an initial guess must be supplied as well as a step used to scan the range of the possible bracketing values. </p>
</div>
</div>
<a id="aa98085e4d63f246d604efeedb279fc36"></a>
<h2 class="memtitle"><span class="permalink"><a href="#aa98085e4d63f246d604efeedb279fc36">◆ </a></span>solve() <span class="overload">[2/2]</span></h2>
<div class="memitem">
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<tr>
<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> solve </td>
<td>(</td>
<td class="paramtype">const F & </td>
<td class="paramname"><em>f</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>accuracy</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>guess</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>xMin</em>, </td>
</tr>
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<td class="paramkey"></td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>xMax</em> </td>
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<p>This method returns the zero of the function \( f \), determined with the given accuracy \( \epsilon \); depending on the particular solver, this might mean that the returned \( x \) is such that \( |f(x)| < \epsilon \), or that \( |x-\xi| < \epsilon \) where \( \xi \) is the real zero.</p>
<p>An initial guess must be supplied, as well as two values \( x_\mathrm{min} \) and \( x_\mathrm{max} \) which must bracket the zero (i.e., either \( f(x_\mathrm{min}) \leq 0 \leq f(x_\mathrm{max}) \), or \( f(x_\mathrm{max}) \leq 0 \leq f(x_\mathrm{min}) \) must be true). </p>
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<h2 class="memtitle"><span class="permalink"><a href="#a5cd4ab37661635dfaf1b58f547f4223f">◆ </a></span>setMaxEvaluations()</h2>
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<td class="memname">void setMaxEvaluations </td>
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<td class="paramtype"><a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td>
<td class="paramname"><em>evaluations</em></td><td>)</td>
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<p>This method sets the maximum number of function evaluations for the bracketing routine. An error is thrown if a bracket is not found after this number of evaluations. </p>
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