MRFFL: MR Fortran Finance Library 2024-12-28
Computational Tools For Finance
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Go to the source code of this file.
Modules | |
module | mrffl_solver_ne |
Experimental root solvers that take a data payload in addition to a function. | |
Functions/Subroutines | |
subroutine, public | mrffl_solver_ne::bisection (xc, x0_init, x1_init, f, r_dat, i_dat, 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_ne::multi_bisection (xc, x0_init, x1_init, f, r_dat, i_dat, 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. | |