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finMath lib documentation

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

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
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Copyright © 2018 Christian P. Fries.

Copyright © 2018. All rights reserved.