ql/math/optimization/spherecylinder.hpp File Reference
Detailed Description
Find closest point of the intersection of a sphere and cylinder to a given point.
#include <ql/types.hpp>
#include <vector>
Include dependency graph for spherecylinder.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | SphereCylinderOptimizer |
Functions | |
std::vector< Real > | sphereCylinderOptimizerClosest (Real r, Real s, Real alpha, Real z1, Real z2, Real z3, Natural maxIterations, Real tolerance, Real finalWeight=1.0) |