QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | List of all members
DoublingConvergenceSteps Class Reference

#include <convergencestatistics.hpp>

+ Collaboration diagram for DoublingConvergenceSteps:

Public Member Functions

Size initialSamples () const
 
Size nextSamples (Size current)
 

Detailed Description

Definition at line 33 of file convergencestatistics.hpp.

Member Function Documentation

◆ initialSamples()

Size initialSamples ( ) const

Definition at line 35 of file convergencestatistics.hpp.

◆ nextSamples()

Size nextSamples ( Size  current)

Definition at line 36 of file convergencestatistics.hpp.