| Classes | |
| class | Bisection | 
| Bisection 1-D solver  More... | |
| class | Brent | 
| Brent 1-D solver  More... | |
| class | FalsePosition | 
| False position 1-D solver.  More... | |
| class | FiniteDifferenceNewtonSafe | 
| safe Newton 1-D solver with finite difference derivatives  More... | |
| class | Newton | 
| Newton 1-D solver  More... | |
| class | NewtonSafe | 
| safe Newton 1-D solver  More... | |
| class | Ridder | 
| Ridder 1-D solver  More... | |
| class | Secant | 
| Secant 1-D solver  More... | |
The abstract class QuantLib::Solver1D provides the interface for one-dimensional solvers which can find the zeroes of a given function.
A number of such solvers is contained in the ql/Solvers1D directory.
The implementation of the algorithms was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery - Chapter 9
Some work is needed to resolve the ambiguity of the root finding accuracy defition: for some algorithms it is the x-accuracy, for others it is f(x)-accuracy.