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DurationFunctionExtremumIndicatedExploreExtremumForCrossing Method

Searches an extremum until either the precise date at which the function reaches its extremum is found, or it is determined that this extremum will not result in a crossing.

Namespace:  AGI.Foundation.NumericalMethods.Advanced
Assembly:  AGI.Foundation.Core (in AGI.Foundation.Core.dll) Version: 24.2.419.0 (24.2.419.0)
Syntax
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public DurationFunctionExtremumFound ExploreExtremumForCrossing(
	DurationFunctionThresholdDetails closestThreshold,
	DurationFunctionThresholdDetails furthestThreshold,
	out bool converged
)

Parameters

closestThreshold
Type: AGI.Foundation.NumericalMethodsDurationFunctionThresholdDetails
The threshold which is most likely to be crossed by this extremum, such that if this threshold is not crossed by the extremum no other threshold will be crossed.
furthestThreshold
Type: AGI.Foundation.NumericalMethodsDurationFunctionThresholdDetails
The threshold which is least likely to be crossed by this extremum, such that if this threshold is crossed by the extremum all other thresholds will be crossed.
converged
Type: SystemBoolean
This parameter will be set to true if returned extremum has converged, either because it resulted in a crossing or because it converged before it could be definitely determined to not be likely to cross the threshold.

Return Value

Type: DurationFunctionExtremumFound
Information about the extremum.
Remarks
Note that if the precise location of the extremum is not found due to it not being a candidate for a threshold crossing then a LocalExtremumFound event will not be fired.
See Also