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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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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 | EndCriteria | |
| functionEpsilon_ | EndCriteria | protected |
| FunctionEpsilonTooSmall enum value | EndCriteria | |
| gradientNormEpsilon() const | EndCriteria | |
| gradientNormEpsilon_ | EndCriteria | protected |
| MaxIterations enum value | EndCriteria | |
| maxIterations() const | EndCriteria | |
| maxIterations_ | EndCriteria | protected |
| maxStationaryStateIterations() const | EndCriteria | |
| maxStationaryStateIterations_ | EndCriteria | mutableprotected |
| None enum value | EndCriteria | |
| operator()(Size iteration, Size &statState, bool positiveOptimization, Real fold, Real normgold, Real fnew, Real normgnew, EndCriteria::Type &ecType) const | EndCriteria | |
| rootEpsilon() const | EndCriteria | |
| rootEpsilon_ | EndCriteria | protected |
| StationaryFunctionAccuracy enum value | EndCriteria | |
| StationaryFunctionValue enum value | EndCriteria | |
| StationaryPoint enum value | EndCriteria | |
| succeeded(EndCriteria::Type ecType) | EndCriteria | static |
| Type enum name | EndCriteria | |
| Unknown enum value | EndCriteria | |
| ZeroGradientNorm enum value | EndCriteria |