Modern Finance FinSolveRoot

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FinSolveRoot

Finds where your function is zero between two bounds, and reports how close it got.

Syntax

FinSolveRoot( objective, ctx, options )

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

'' One root finder, used by every implied rate in the module.  Newton is
'' a FAST PATH only -- abandoned the moment an iterate leaves the bounds
'' or fails to reduce |f| -- and then a bracket plus Brent, which given a
'' bracket cannot fail to converge.
dim as FinSolverOptions o = FinSolverOptionsWithGuess( 1.0 )
o.LowerBound_ = -1.0e6
o.UpperBound_ =  1.0e6

var r = FinSolveRoot( @fRoot, 0, o )
print r.IsOk( )                          '' true
print r.Value( ).Root_                   '' 1.414213562373095

'' No sign change anywhere in range is FIN_NO_BRACKET, and the error
'' still carries the closest approach it managed.
dim as FinSolverOptions tight = FinSolverOptionsWithGuess( 1.0 )
tight.LowerBound_ = 5.0
tight.UpperBound_ = 9.0
var miss = FinSolveRoot( @fRoot, 0, tight )
print miss.IsOk( )                       '' false
print miss.Failure( ).Message( )         '' could not bracket a root

---

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