Package net.finmath.rootfinder

Interfaces and classes provided variantes of one dimensional root finder to solve f(x) = 0, like Bisection Search, Newtons Method.

See: Description

Interface Summary

Interface	Description
RootFinder	This is the interface for a one dimensional root finder implemented as an question-and-answer algorithm.
RootFinderWithDerivative	This is the interface for a one dimensional root finder implemented as an question-and-answer algorithm.

Class Summary

Class	Description
AbstractRootFinder
BisectionSearch	This class implements a Bisection search algorithm, implemented as a question-and-answer search algorithm.
NewtonsMethod	This class implements a root finder as question-and-answer algorithm using Newton's method.
RiddersMethod	This class implements Ridders root finder as a question-and-answer algorithm.
SecantMethod	This class implements a root finder as question-and-answer algorithm using the secant method.

Package net.finmath.rootfinder Description

Interfaces and classes provided variantes of one dimensional root finder to solve f(x) = 0, like Bisection Search, Newtons Method. An application of the solver is the calculation of the implied volatiltiy.

Author:

Christian Fries