QuantLib 0.3.3 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Supported platforms Version history Todo list Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Namespace List Class Hierarchy Compound List File List Namespace Members Compound Members File Members Unstable Features Deprecated List

CostFunction Class Reference #include <costfunction.hpp> Inheritance diagram for CostFunction: [legend]List of all members. Detailed Description Cost function abstract class for optimization problem. Public Member Functions virtual double  value (const Array &x) const=0   method to overload to compute the cost functon value in x virtual void  gradient (Array &grad, const Array &x) const   method to overload to compute grad_f, the first derivative of virtual double  valueAndGradient (Array &grad, const Array &x) const   method to overload to compute grad_f, the first derivative of virtual double  finiteDifferenceEpsilon () const   Default epsilon for finite difference method :. The documentation for this class was generated from the following file: ql/Optimization/costfunction.hpp

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