Solver1DOptions Struct Reference

#include <qle/termstructures/eqcommoptionsurfacestripper.hpp>

Collaboration diagram for Solver1DOptions:

Public Attributes
QuantLib::Size	maxEvaluations = QuantLib::Null<QuantLib::Size>()
	The maximum number of evaluations. Default used if not set. More...
QuantLib::Real	accuracy = QuantLib::Null<QuantLib::Real>()
	The accuracy for the search. More...
QuantLib::Real	initialGuess = QuantLib::Null<QuantLib::Real>()
	The initial guess for the search. More...
std::pair< QuantLib::Real, QuantLib::Real >	minMax
	Set the minimum and maximum search. More...
QuantLib::Real	step = QuantLib::Null<QuantLib::Real>()
	Set the step size for the search. More...
QuantLib::Real	lowerBound = QuantLib::Null<QuantLib::Real>()
	The lower bound of the search domain. A Null<Real>() indicates that the bound should not be set. More...
QuantLib::Real	upperBound = QuantLib::Null<QuantLib::Real>()
	The upper bound of the search domain. A Null<Real>() indicates that the bound should not be set. More...

Detailed Description

A simple struct to group together options used by a Solver1D instance.

This declaration may be moved to a common header if useful for other classes.

Definition at line 45 of file eqcommoptionsurfacestripper.hpp.

Member Data Documentation

maxEvaluations

QuantLib::Size maxEvaluations = QuantLib::Null<QuantLib::Size>()

The maximum number of evaluations. Default used if not set.

Definition at line 47 of file eqcommoptionsurfacestripper.hpp.

accuracy

QuantLib::Real accuracy = QuantLib::Null<QuantLib::Real>()

The accuracy for the search.

Definition at line 49 of file eqcommoptionsurfacestripper.hpp.

initialGuess

QuantLib::Real initialGuess = QuantLib::Null<QuantLib::Real>()

The initial guess for the search.

Definition at line 51 of file eqcommoptionsurfacestripper.hpp.

minMax

std::pair<QuantLib::Real, QuantLib::Real> minMax

Initial value:

=
        std::make_pair(QuantLib::Null<QuantLib::Real>(), QuantLib::Null<QuantLib::Real>())

Set the minimum and maximum search.

Definition at line 53 of file eqcommoptionsurfacestripper.hpp.

step

QuantLib::Real step = QuantLib::Null<QuantLib::Real>()

Set the step size for the search.

Definition at line 56 of file eqcommoptionsurfacestripper.hpp.

lowerBound

QuantLib::Real lowerBound = QuantLib::Null<QuantLib::Real>()

The lower bound of the search domain. A Null<Real>() indicates that the bound should not be set.

Definition at line 58 of file eqcommoptionsurfacestripper.hpp.

upperBound

QuantLib::Real upperBound = QuantLib::Null<QuantLib::Real>()

The upper bound of the search domain. A Null<Real>() indicates that the bound should not be set.

Definition at line 60 of file eqcommoptionsurfacestripper.hpp.