QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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ReannealingFiniteDifferences Member List

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

bound_ReannealingFiniteDifferencesprivate
bounded_ReannealingFiniteDifferencesprivate
functionTol_ReannealingFiniteDifferencesprivate
initialTemp_ReannealingFiniteDifferencesprivate
lower_ReannealingFiniteDifferencesprivate
minSize_ReannealingFiniteDifferencesprivate
N_ReannealingFiniteDifferencesprivate
operator()(Array &steps, const Array &currentPoint, Real currentValue, const Array &currTemp)ReannealingFiniteDifferences
problem_ReannealingFiniteDifferencesprivate
ReannealingFiniteDifferences(Real initialTemp, Size dimension, const Array &lower=Array(), const Array &upper=Array(), Real stepSize=1e-7, Real minSize=1e-10, Real functionTol=1e-10)ReannealingFiniteDifferences
setProblem(Problem &P)ReannealingFiniteDifferences
stepSize_ReannealingFiniteDifferencesprivate
upper_ReannealingFiniteDifferencesprivate