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 Simplex, including all inherited members.
extrapolate(Problem &P, Size iHighest, Real &factor) const | Simplex | private |
lambda() const | Simplex | |
lambda_ | Simplex | private |
minimize(Problem &P, const EndCriteria &endCriteria) override | Simplex | virtual |
Simplex(Real lambda) | Simplex | |
sum_ | Simplex | private |
values_ | Simplex | mutableprivate |
vertices_ | Simplex | mutableprivate |
~OptimizationMethod()=default | OptimizationMethod | virtual |