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MRFFL: MR Fortran Finance Library 2024-12-28
Computational Tools For Finance
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mrffl_solver.f90 File Reference

Root solvers. More...

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Modules

module  mrffl_solver
 Root solvers.
 

Functions/Subroutines

subroutine, public mrffl_solver::bisection (xc, x0_init, x1_init, f, x_epsilon, y_epsilon, max_itr, status, progress)
 Search for a root for the function f in the interval [x0_init, x1_init].
 
subroutine, public mrffl_solver::multi_bisection (xc, x0_init, x1_init, f, x_epsilon, y_epsilon, max_itr, status, progress)
 Use bisection() to search for a root for the function f in a list of intervals returning the first root found.
 

Detailed Description

Root solvers.

Experimental root solvers that take a data payload in addition to a function.

Author
Mitch Richling http://www.mitchr.me/
Date
2024-12-19
Keywords
finance fortran monte carlo inflation cashflow time value of money tvm percentages taxes stock market
Standards
F2023
See also
https://github.com/richmit/FortranFinance

.H.E.!!

Definition in file mrffl_solver.f90.