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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
/*
* Created on 30.05.2004
*
* (c) Copyright Christian P. Fries, Germany. Contact: [email protected].
*/
package net.finmath.rootfinder;
/**
* This is the interface for a one dimensional root finder
* implemented as an question-and-answer algorithm.
*
* @author Christian Fries
* @date 2008-04-06
* @version 1.0
*/
public interface RootFinderWithDerivative {
/**
* @return Next point for which a value should be set using setValue.
*/
double getNextPoint();
/**
* @param value The value corresponding to the point returned by previous getNextPoint call.
* @param derivative The derivative corresponding to the point returned by previous getNextPoint call.
*/
void setValueAndDerivative(double value, double derivative);
/**
* @return Returns the numberOfIterations.
*/
int getNumberOfIterations();
/**
* @return Returns the accuracy.
*/
double getAccuracy();
/**
* @return Returns the isDone.
*/
boolean isDone();
/**
* @return Best point optained so far
*/
double getBestPoint();
}