QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for EndCriteria, including all inherited members.
checkMaxIterations(Size iteration, EndCriteria::Type &ecType) const | EndCriteria | |
checkStationaryFunctionAccuracy(Real f, bool positiveOptimization, EndCriteria::Type &ecType) const | EndCriteria | |
checkStationaryFunctionValue(Real fxOld, Real fxNew, Size &statStateIterations, EndCriteria::Type &ecType) const | EndCriteria | |
checkStationaryPoint(Real xOld, Real xNew, Size &statStateIterations, EndCriteria::Type &ecType) const | EndCriteria | |
checkZeroGradientNorm(Real gNorm, EndCriteria::Type &ecType) const | EndCriteria | |
EndCriteria(Size maxIterations, Size maxStationaryStateIterations, Real rootEpsilon, Real functionEpsilon, Real gradientNormEpsilon) | EndCriteria | |
functionEpsilon() const | EndCriteria | |
functionEpsilon_ | EndCriteria | protected |
gradientNormEpsilon() const | EndCriteria | |
gradientNormEpsilon_ | EndCriteria | protected |
MaxIterations enum value | EndCriteria | |
maxIterations() const | EndCriteria | |
maxIterations_ | EndCriteria | protected |
maxStationaryStateIterations() const | EndCriteria | |
maxStationaryStateIterations_ | EndCriteria | mutableprotected |
None enum value | EndCriteria | |
operator()(Size iteration, Size &statState, bool positiveOptimization, Real fold, Real normgold, Real fnew, Real normgnew, EndCriteria::Type &ecType) const | EndCriteria | |
rootEpsilon() const | EndCriteria | |
rootEpsilon_ | EndCriteria | protected |
StationaryFunctionAccuracy enum value | EndCriteria | |
StationaryFunctionValue enum value | EndCriteria | |
StationaryPoint enum value | EndCriteria | |
Type enum name | EndCriteria | |
Unknown enum value | EndCriteria | |
ZeroGradientNorm enum value | EndCriteria |