Re: RV: Newton

Posted by Peter Schmitteckert-2 on Jul 10, 2001; 8:03pm
URL: http://quantlib.414.s1.nabble.com/RV-Newton-tp1747p1748.html

Salut,

> This reminds me to an interesting "bug" I was once looking for in
> a simple programme that calculated yields from bond prices. The

[...]
> the P/Y function is not smooth at all but a step function!! So
> much for having advanced degrees in maths :-)
> Cheers, Gilbert


if you want to be able to solve for nasty functions you should consider
using interval arithmetics. In that way you can guarantee to find all
solutions, proof the non-existence of solutions or point out that your
underlying arithmetic is too bad.

Best wishes,
Peter