QuantLib 0.3.3 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Supported platforms Version history Todo list Additional resources 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 Math tools Design patterns Term structures Utilities Examples Reference manual Modules Namespace List Class Hierarchy Compound List File List Namespace Members Compound Members File Members Unstable Features Deprecated List

EndCriteria Class Reference #include <criteria.hpp> List of all members. Detailed Description class to gather criteria to end optimization process : stationary point stationary gradient maximum number of iterations .... Public Types enum   Type { maxIter = 1, statPt = 2, statGd = 3 } Public Member Functions   EndCriteria ()   default constructor   EndCriteria (int maxIteration, double epsilon)   initialization constructor   EndCriteria (const EndCriteria &oec)   copy constructor   ~EndCriteria ()   destructor EndCriteria &  operator= (const EndCriteria &oec)   assignement operator void  setPositiveOptimization () bool  checkIterationNumber (int iteration) bool  checkStationaryValue (double fold, double fnew) bool  checkAccuracyValue (double f) bool  checkStationaryGradientNorm (double normDiff) bool  checkAccuracyGradientNorm (double norm) bool  operator() (int iteration, double fold, double normgold, double fnew, double normgnew, double normdiff)   test if the number of iteration is not too big and if we don't int  criteria () const   return the end criteria type Protected Attributes int  maxIteration_   Maximum number of iterations. double  functionEpsilon_   function and gradient epsilons double  gradientEpsilon_   function and gradient epsilons int  maxIterStatPt_   Maximun number of iterations in stationary state. int  statState_   Maximun number of iterations in stationary state. int  endCriteria_ bool  positiveOptimization_ The documentation for this class was generated from the following file: ql/Optimization/criteria.hpp

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