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

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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.