Let $X$ be a Banach space with norm $||.||$ and let $S$ be a non-empty subset in $X$. Let $F_b(S,X)$ be the vector space of $F(S,X)$ of all functions $f:S \rightarrow X$ such that $\{||f(s)||:s \in S\}$ is bounded and consider the norm $||.||_b$ as $F(S,X)$ given by $$||f||_b = \sup \{ ||f(s)|| : s \in S\}.$$
I have to show that $F_b(S,X)$ is a Banach space. Meaning that I have to show that it is a complete metric space. If I let $d(f,g)=||f-g||_b$, I can show that it is a metric space. However, I'm not able to prove that every Cauchy sequence in $F_b(S,X)$ would converge to some element in $F_b(S,X)$.
Let $(f_n)$ be a Cauchy sequence in $F_b(S,X)$.