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Fully annotated reference manual - version 1.8.12
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Public Attributes | List of all members
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.