Newton
Subtype of AlgorithmCorresponds to the QuantLib Newton solver.
The solution finding criterium for the found root x is:
|x - x₀| < ε, where x₀ is the value assumed by the independent variable in the last trial before being set to x
Corresponds to the QuantLib Newton solver.
The solution finding criterium for the found root x is:
|x - x₀| < ε, where x₀ is the value assumed by the independent variable in the last trial before being set to x