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

LeastSquareProblem Class Reference #include <leastsquare.hpp> List of all members. Detailed Description Base class for least square problem. Public Member Functions virtual int  size ()=0   size of the problem ie size of target vector virtual void  targetAndValue (const Array &x, Array &target, Array &fct2fit)=0   compute the target vector and the values of the fonction to fit virtual void  targetValueAndGradient (const Array &x, Math::Matrix &grad_fct2fit, Array &target, Array &fct2fit)=0 Member Function Documentation virtual void targetValueAndGradient (  const Array &  x, Math::Matrix &  grad_fct2fit, Array &  target, Array &  fct2fit )  [pure virtual]   compute the target vector, the values of the fonction to fit and the matrix of derivatives The documentation for this class was generated from the following file: ql/Optimization/leastsquare.hpp

---

QuantLib.org

Hosted by

Documentation generated by