Uses of Interfacecom.opengamma.strata.math.rootfind.NewtonVectorRootFinder

• Packages that use NewtonVectorRootFinder
Package Description
com.opengamma.strata.math.impl.rootfinding.newton
com.opengamma.strata.math.rootfind
Root finding.
com.opengamma.strata.pricer.curve
Provides the ability to calibrate curves.
• Uses of NewtonVectorRootFinder in com.opengamma.strata.math.impl.rootfinding.newton

Classes in com.opengamma.strata.math.impl.rootfinding.newton that implement NewtonVectorRootFinder
Modifier and Type Class Description
class  BaseNewtonVectorRootFinder
Base implementation for all Newton-Raphson style multi-dimensional root finding (i.e.
class  BroydenVectorRootFinder
A root finder using Broyden's Jacobian update formula.
class  NewtonDefaultVectorRootFinder
A root finder that attempts find the multi-dimensional root of a series of N equations with N variables (a square problem).
class  ShermanMorrisonVectorRootFinder
A root finder that uses the Sherman-Morrison formula to invert Broyden's Jacobian update formula, thus providing a direct update formula for the inverse Jacobian.
• Uses of NewtonVectorRootFinder in com.opengamma.strata.math.rootfind

Methods in com.opengamma.strata.math.rootfind that return NewtonVectorRootFinder
Modifier and Type Method Description
static NewtonVectorRootFinder NewtonVectorRootFinder.broyden()
Obtains an instance of the Broyden root finder.
static NewtonVectorRootFinder NewtonVectorRootFinder.broyden​(double absoluteTol, double relativeTol, int maxSteps)
Obtains an instance of the Broyden root finder specifying the tolerances.
static NewtonVectorRootFinder NewtonVectorRootFinder.broyden​(double absoluteTol, double relativeTol, int maxSteps, Decomposition<?> decomposition)
Obtains an instance of the Broyden root finder specifying the tolerances.
• Uses of NewtonVectorRootFinder in com.opengamma.strata.pricer.curve

Methods in com.opengamma.strata.pricer.curve with parameters of type NewtonVectorRootFinder
Modifier and Type Method Description
static RatesCurveCalibrator RatesCurveCalibrator.of​(NewtonVectorRootFinder rootFinder, CalibrationMeasures measures, CalibrationMeasures pvMeasures)
Obtains an instance specifying the measures to use.