Searched refs:errorImprovement (Results 1 – 3 of 3) sorted by relevance
63 Real& errorImprovement, // improvement in error for last iteration in capletSwaptionPeriodicCalibration() argument168 errorImprovement = previousError -periodSwaptionRmsError; in capletSwaptionPeriodicCalibration()171 …while (errorImprovement> periodTolerance/10.0 && periodSwaptionRmsError >periodTolerance && ++iter… in capletSwaptionPeriodicCalibration()
60 Real& errorImprovement, // improvement in error for last iteration
435 Real errorImprovement; // improvement in error for last iteration in testPeriodFunction() local468 errorImprovement, // improvement in error for last iteration in testPeriodFunction()