#include <qle/termstructures/eqcommoptionsurfacestripper.hpp>
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... | |
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.
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.
QuantLib::Real accuracy = QuantLib::Null<QuantLib::Real>() |
The accuracy for the search.
Definition at line 49 of file eqcommoptionsurfacestripper.hpp.
QuantLib::Real initialGuess = QuantLib::Null<QuantLib::Real>() |
The initial guess for the search.
Definition at line 51 of file eqcommoptionsurfacestripper.hpp.
std::pair<QuantLib::Real, QuantLib::Real> minMax |
Set the minimum and maximum search.
Definition at line 53 of file eqcommoptionsurfacestripper.hpp.
QuantLib::Real step = QuantLib::Null<QuantLib::Real>() |
Set the step size for the search.
Definition at line 56 of file eqcommoptionsurfacestripper.hpp.
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.
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.