Member List

### A free/open-source library for quantitative finance

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

checkMaxIterations(const Size iteration, EndCriteria::Type &ecType) const | EndCriteria |
checkStationaryFunctionAccuracy(const Real f, const bool positiveOptimization, EndCriteria::Type &ecType) const | EndCriteria |
checkStationaryFunctionValue(const Real fxOld, const Real fxNew, Size &statStateIterations, EndCriteria::Type &ecType) const | EndCriteria |
checkStationaryPoint(const Real xOld, const Real xNew, Size &statStateIterations, EndCriteria::Type &ecType) const | EndCriteria |
checkZeroGradientNorm(const Real gNorm, EndCriteria::Type &ecType) const | EndCriteria |
EndCriteria(Size maxIterations, Size maxStationaryStateIterations, Real rootEpsilon, Real functionEpsilon, Real gradientNormEpsilon) | EndCriteria |
functionEpsilon() const (defined in EndCriteria) | EndCriteria |
functionEpsilon_ (defined in EndCriteria) | EndCriteria | `[protected]`
gradientNormEpsilon() const (defined in EndCriteria) | EndCriteria |
gradientNormEpsilon_ (defined in EndCriteria) | EndCriteria | `[protected]`
MaxIterations enum value (defined in EndCriteria) | EndCriteria |
maxIterations() const (defined in EndCriteria) | EndCriteria |
maxIterations_ | EndCriteria | `[protected]`
maxStationaryStateIterations() const (defined in EndCriteria) | EndCriteria |
maxStationaryStateIterations_ | EndCriteria | `[mutable, protected]`
None enum value (defined in EndCriteria) | EndCriteria |
operator()(const Size iteration, Size &statState, const bool positiveOptimization, const Real fold, const Real normgold, const Real fnew, const Real normgnew, EndCriteria::Type &ecType) const | EndCriteria |
rootEpsilon() const (defined in EndCriteria) | EndCriteria |
rootEpsilon_ | EndCriteria | `[protected]`
StationaryFunctionAccuracy enum value (defined in EndCriteria) | EndCriteria |
StationaryFunctionValue enum value (defined in EndCriteria) | EndCriteria |
StationaryPoint enum value (defined in EndCriteria) | EndCriteria |
Type enum name (defined in EndCriteria) | EndCriteria |
Unknown enum value (defined in EndCriteria) | EndCriteria |
ZeroGradientNorm enum value (defined in EndCriteria) | EndCriteria |