method_mt.hpp File Reference

Abstract multithreaded optimization method class. More...

#include <ql/math/optimization/endcriteria.hpp>
#include <qle/math/problem_mt.hpp>

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Classes
class	OptimizationMethod_MT
	Abstract class for constrained optimization method. More...

Namespaces
namespace	QuantExt

Detailed Description

Abstract multithreaded optimization method class.

Definition in file method_mt.hpp.