QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
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)EndCriteriaprotected
gradientNormEpsilon() const (defined in EndCriteria)EndCriteria
gradientNormEpsilon_ (defined in EndCriteria)EndCriteriaprotected
MaxIterations enum value (defined in EndCriteria)EndCriteria
maxIterations() const (defined in EndCriteria)EndCriteria
maxIterations_EndCriteriaprotected
maxStationaryStateIterations() const (defined in EndCriteria)EndCriteria
maxStationaryStateIterations_EndCriteriamutableprotected
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_EndCriteriaprotected
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