QuantLib 0.3.6
http://quantlib.org
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Introduction to QuantLib
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The QuantLib group
Copyright and license
QuantLib components
Core classes
Date and time calculations
Lattice methods
The finite differences framework
The Monte Carlo framework
Short-rate models
Currencies and FX rates
Instruments and pricers
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SteepestDescent Member List
This is the complete list of members for
SteepestDescent
, including all inherited members.
endCriteria
() const
OptimizationMethod
endCriteria_
OptimizationMethod
[mutable, protected]
functionEvaluation
() const
OptimizationMethod
functionEvaluation_
OptimizationMethod
[mutable, protected]
functionValue
() const
OptimizationMethod
functionValue_
OptimizationMethod
[mutable, protected]
gradientEvaluation
() const
OptimizationMethod
gradientEvaluation_
OptimizationMethod
[mutable, protected]
gradientNormValue
() const
OptimizationMethod
initialValue_
OptimizationMethod
[protected]
iterationNumber
() const
OptimizationMethod
iterationNumber_
OptimizationMethod
[mutable, protected]
minimize
(const Problem &P) const
SteepestDescent
[virtual]
OptimizationMethod
() (defined in
OptimizationMethod
)
OptimizationMethod
searchDirection
() const
OptimizationMethod
searchDirection_
OptimizationMethod
[mutable, protected]
setEndCriteria
(const EndCriteria &endCriteria)
OptimizationMethod
setInitialValue
(const Array &initialValue)
OptimizationMethod
squaredNorm_
OptimizationMethod
[mutable, protected]
SteepestDescent
()
SteepestDescent
SteepestDescent
(const Handle< LineSearch > &lineSearch)
SteepestDescent
x
() const
OptimizationMethod
x_
OptimizationMethod
[mutable, protected]
~OptimizationMethod
() (defined in
OptimizationMethod
)
OptimizationMethod
[virtual]
~SteepestDescent
()
SteepestDescent
[virtual]
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