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Searched refs:errorImprovement (Results 1 – 3 of 3) sorted by relevance

/dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/models/
H A Dcapletcoterminalperiodic.cpp63 Real& errorImprovement, // improvement in error for last iteration in capletSwaptionPeriodicCalibration() argument
168 errorImprovement = previousError -periodSwaptionRmsError; in capletSwaptionPeriodicCalibration()
171 …while (errorImprovement> periodTolerance/10.0 && periodSwaptionRmsError >periodTolerance && ++iter… in capletSwaptionPeriodicCalibration()
H A Dcapletcoterminalperiodic.hpp60 Real& errorImprovement, // improvement in error for last iteration
/dports/finance/quantlib/QuantLib-1.20/test-suite/
H A Dmarketmodel_smmcaplethomocalibration.cpp435 Real errorImprovement; // improvement in error for last iteration in testPeriodFunction() local
468 errorImprovement, // improvement in error for last iteration in testPeriodFunction()