QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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EndCriteria Member List

This is the complete list of members for EndCriteria, including all inherited members.

checkMaxIterations(Size iteration, EndCriteria::Type &ecType) constEndCriteria
checkStationaryFunctionAccuracy(Real f, bool positiveOptimization, EndCriteria::Type &ecType) constEndCriteria
checkStationaryFunctionValue(Real fxOld, Real fxNew, Size &statStateIterations, EndCriteria::Type &ecType) constEndCriteria
checkStationaryPoint(Real xOld, Real xNew, Size &statStateIterations, EndCriteria::Type &ecType) constEndCriteria
checkZeroGradientNorm(Real gNorm, EndCriteria::Type &ecType) constEndCriteria
EndCriteria(Size maxIterations, Size maxStationaryStateIterations, Real rootEpsilon, Real functionEpsilon, Real gradientNormEpsilon)EndCriteria
functionEpsilon() constEndCriteria
functionEpsilon_EndCriteriaprotected
gradientNormEpsilon() constEndCriteria
gradientNormEpsilon_EndCriteriaprotected
MaxIterations enum valueEndCriteria
maxIterations() constEndCriteria
maxIterations_EndCriteriaprotected
maxStationaryStateIterations() constEndCriteria
maxStationaryStateIterations_EndCriteriamutableprotected
None enum valueEndCriteria
operator()(Size iteration, Size &statState, bool positiveOptimization, Real fold, Real normgold, Real fnew, Real normgnew, EndCriteria::Type &ecType) constEndCriteria
rootEpsilon() constEndCriteria
rootEpsilon_EndCriteriaprotected
StationaryFunctionAccuracy enum valueEndCriteria
StationaryFunctionValue enum valueEndCriteria
StationaryPoint enum valueEndCriteria
Type enum nameEndCriteria
Unknown enum valueEndCriteria
ZeroGradientNorm enum valueEndCriteria