Modern Finance FinObjective

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FinObjective

Holds a pointer to the function the root finder calls with a value and a context.

Syntax

type FinObjective as function ( byval x as float64, byval ctx as any ptr ) as float64

Examples

#import "std/money"
using money

private function fRoot( byval x as float64, byval ctx as any ptr ) as float64
    return x * x - 2.0
end function

'' A function pointer plus an opaque context -- not a capturing lambda,
'' because the objective is stored in a record and called two levels
'' down, where a capture's lifetime rules are the wrong tool.
dim as FinObjective f = @fRoot

print f( 1.0, 0 )                        '' -1
print f( 2.0, 0 )                        '' 2

'' A sign change between those two brackets the root.
dim as boolean brackets = ( f( 1.0, 0 ) * f( 2.0, 0 ) < 0.0 )
print brackets                           '' true

---

Library: Finance
Category: Finance
Documented under: Nothing Becomes A Keyword
Source: pkg/std/money/finsolve.tiko in the tiko repository.