QuantLibAddin::ArmijoLineSearch Class Reference

#include <qlo/optimization.hpp>

Inheritance diagram for QuantLibAddin::ArmijoLineSearch:
Collaboration diagram for QuantLibAddin::ArmijoLineSearch:

Public Member Functions

 ArmijoLineSearch (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, QuantLib::Real eps, QuantLib::Real alpha, QuantLib::Real beta, bool permanent)
 

Constructor & Destructor Documentation

◆ ArmijoLineSearch()

QuantLibAddin::ArmijoLineSearch::ArmijoLineSearch ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
QuantLib::Real  eps,
QuantLib::Real  alpha,
QuantLib::Real  beta,
bool  permanent 
)

The documentation for this class was generated from the following file: