Taylor
Subtype of Numerical FixCorresponds to the QuantLib NumericalFix::Taylor.
As in [2] i.e. for f(i) + h(i) < 10^(-4) a Taylor expansion is used to avoid zero denominators
Corresponds to the QuantLib NumericalFix::Taylor.
As in [2] i.e. for f(i) + h(i) < 10^(-4) a Taylor expansion is used to avoid zero denominators