QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
This is the complete list of members for ReannealingFiniteDifferences, including all inherited members.
bound_ | ReannealingFiniteDifferences | private |
bounded_ | ReannealingFiniteDifferences | private |
functionTol_ | ReannealingFiniteDifferences | private |
initialTemp_ | ReannealingFiniteDifferences | private |
lower_ | ReannealingFiniteDifferences | private |
minSize_ | ReannealingFiniteDifferences | private |
N_ | ReannealingFiniteDifferences | private |
operator()(Array &steps, const Array ¤tPoint, Real currentValue, const Array &currTemp) | ReannealingFiniteDifferences | |
problem_ | ReannealingFiniteDifferences | private |
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_ | ReannealingFiniteDifferences | private |
upper_ | ReannealingFiniteDifferences | private |