Projects / RootFinder

RootFinder

RootFinder provides an implementation of all the standard bracketing and open root finding techniques, along with a customizable and configurable framework which separates the initialization/bracketing functionality from the eventual root search.

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  •  23 Jan 2014 19:28

    Release Notes: This release adds basis spline library extensions, b spline functionality, spline-based discount curve build-out, spline-based forward curve build-out, and canned product metric calculation.

    •  18 Aug 2013 01:47

      Release Notes: This release provides a partition of the fixed pointer into bracketing and open schemes, the introduction of primitive and compound variate iterators, an implementation of the popular primitives, including Ridder's, common and regression samples, and customization of the execution initialization and the iteration phases.

      •  03 Feb 2013 22:05

        Release Notes: This release adds a root finder framework, bracket initialization techniques, open method convergence zone initialization techniques, iterative open methods, Newton-Raphson and Secant methods, iterative bracketing primitive methods (Bisection, False Position, Quadratic Interpolation, Inverse Quadratic Interpolation, and Ridder), iterative bracketing compound methods (Brent's and Zheng's), samples, documentation, regression runs, and search initialization heuristics.

        •  10 Dec 2012 03:49

          Release Notes: This is the first Freecode release.

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