QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for ProjectedCostFunction, including all inherited members.
actualParameters_ | Projection | mutableprotected |
costFunction_ | ProjectedCostFunction | private |
finiteDifferenceEpsilon() const | CostFunction | virtual |
fixedParameters_ | Projection | protected |
fixParameters_ | Projection | protected |
gradient(Array &grad, const Array &x) const | CostFunction | virtual |
include(const Array &projectedParameters) const | Projection | virtual |
jacobian(Matrix &jac, const Array &x) const | CostFunction | virtual |
mapFreeParameters(const Array ¶meterValues) const | Projection | protected |
numberOfFreeParameters_ | Projection | protected |
project(const Array ¶meters) const | Projection | virtual |
ProjectedCostFunction(const CostFunction &costFunction, const Array ¶meterValues, const std::vector< bool > &fixParameters) | ProjectedCostFunction | |
ProjectedCostFunction(const CostFunction &costFunction, const Projection &projection) | ProjectedCostFunction | |
Projection(const Array ¶meterValues, std::vector< bool > fixParameters=std::vector< bool >()) | Projection | |
value(const Array &freeParameters) const override | ProjectedCostFunction | virtual |
valueAndGradient(Array &grad, const Array &x) const | CostFunction | virtual |
values(const Array &freeParameters) const override | ProjectedCostFunction | virtual |
valuesAndJacobian(Matrix &jac, const Array &x) const | CostFunction | virtual |
~CostFunction()=default | CostFunction | virtual |
~Projection()=default | Projection | virtual |