Simplex
Subtype of MethodCorresponds to the simplex optimization method in QuantLib.
The implementation is based on "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, Chapter 10.
Corresponds to the simplex optimization method in QuantLib.
The implementation is based on "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, Chapter 10.