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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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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 |
| FunctionEpsilonTooSmall enum value (defined in EndCriteria) | EndCriteria | |
| 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 | 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 | |
| succeeded(EndCriteria::Type ecType) (defined in EndCriteria) | EndCriteria | static |
| Type enum name (defined in EndCriteria) | EndCriteria | |
| Unknown enum value (defined in EndCriteria) | EndCriteria | |
| ZeroGradientNorm enum value (defined in EndCriteria) | EndCriteria |