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)