AFAIK QuantLib doesn't have a N-dimensional solver. Building such a solver is a non-trivial task, to say the least :-) Section 9.6 and 9.7 of "Numerical Recipes in C" has very good and highly technical discussions regarding the problem (and some implementations, too). http://www.library.cornell.edu/nr/bookcpdf.html GSL has quite a few N-dimensional solvers also but it's GPL, so it might or might not fit your requirements. http://www.gnu.org/software/gsl/manual/gsl-ref_34.html Hope this helps, Ashish ------------------------------------------------------------------------ Honest disagreement is often a good sign of progress. -- Gandhi > Hi, > > I would like to implement a method with cubic interpolation for an an > interest curve so I need to get > a newton Raphson algorithm to do that. > > Do you know if there is this algorithm in quantlib or a solver wich > takes my equations and my unknowns ? > > regards, > belak
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