QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.20

EndCriteria Member List

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 (defined in EndCriteria) | EndCriteria |
functionEpsilon_ (defined in EndCriteria) | EndCriteria | protected
gradientNormEpsilon() const (defined in EndCriteria) | EndCriteria |
gradientNormEpsilon_ (defined in EndCriteria) | EndCriteria | protected
maxIterations() const (defined in EndCriteria) | EndCriteria |
MaxIterations enum value (defined in EndCriteria) | EndCriteria |
maxIterations_ | EndCriteria | protected
maxStationaryStateIterations() const (defined in EndCriteria) | EndCriteria |
maxStationaryStateIterations_ | EndCriteria | mutableprotected
None enum value (defined in EndCriteria) | EndCriteria |
operator()(Size iteration, Size &statState, bool positiveOptimization, Real fold, Real normgold, Real fnew, 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 |