QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
ReannealingFiniteDifferences Member List

This is the complete list of members for ReannealingFiniteDifferences, including all inherited members.

operator()(Array &steps, const Array &currentPoint, Real currentValue, const Array &currTemp) const (defined in ReannealingFiniteDifferences)ReannealingFiniteDifferences
ReannealingFiniteDifferences(Real initialTemp, Size dimension, const Array &lower=Array(), const Array &upper=Array(), Real stepSize=1e-7, Real minSize=1e-10, Real functionTol=1e-10) (defined in ReannealingFiniteDifferences)ReannealingFiniteDifferences
setProblem(Problem &P) (defined in ReannealingFiniteDifferences)ReannealingFiniteDifferences