spherecylinder.hpp File Reference

Find closest point of the intersection of a sphere and cylinder to a given point. More...

#include <ql/types.hpp>
#include <vector>
Include dependency graph for spherecylinder.hpp:

Classes

class  SphereCylinderOptimizer
 

Namespaces

namespace  QuantLib
 

Functions

std::vector< Real > sphereCylinderOptimizerClosest (Real r, Real s, Real alpha, Real z1, Real z2, Real z3, Natural maxIterations, Real tolerance, Real finalWeight=1.0)
 

Detailed Description

Find closest point of the intersection of a sphere and cylinder to a given point.