Re: RV: Newton [Mail virus free]

Posted by Luigi Ballabio-3 on Jul 11, 2001; 10:05am
URL: http://quantlib.414.s1.nabble.com/RV-Newton-tp1747p1749.html

At 09:03 PM 7/10/01 +0200, Peter Schmitteckert wrote:

>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.

Hi Peter,
         any reference on interval arithmetics?

Thanks,
         Luigi




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