org.drip.function.r1tor1solver

Class FixedPointFinderNewton

java.lang.Object

org.drip.function.r1tor1solver.FixedPointFinder

org.drip.function.r1tor1solver.FixedPointFinderNewton

public class FixedPointFinderNewton
extends FixedPointFinder

FixedPointFinderNewton customizes the FixedPointFinder for Open (Newton's) fixed point finder functionality. FixedPointFinderNewton applies the following customization: - Initializes the fixed point finder by computing a starting variate in the convergence zone - Iterating the next search variate using the Newton's method.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
FixedPointFinderNewton(double dblOFGoal, R1ToR1 of, boolean bWhine) FixedPointFinderNewton constructor

Method Summary

Methods inherited from class org.drip.function.r1tor1solver.FixedPointFinder

findRoot, findRoot

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

FixedPointFinderNewton

public FixedPointFinderNewton(double dblOFGoal,
                              R1ToR1 of,
                              boolean bWhine)
                       throws java.lang.Exception

FixedPointFinderNewton constructor

Parameters:

dblOFGoal - OF Goal

of - Objective Function

bWhine - TRUE - Balk on Encountering Exception

Throws:

java.lang.Exception - Propogated from underneath