QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
ProjectedCostFunction Member List

This is the complete list of members for ProjectedCostFunction, including all inherited members.

actualParameters_Projectionmutableprotected
costFunction_ProjectedCostFunctionprivate
finiteDifferenceEpsilon() constCostFunctionvirtual
fixedParameters_Projectionprotected
fixParameters_Projectionprotected
gradient(Array &grad, const Array &x) constCostFunctionvirtual
include(const Array &projectedParameters) constProjectionvirtual
jacobian(Matrix &jac, const Array &x) constCostFunctionvirtual
mapFreeParameters(const Array &parameterValues) constProjectionprotected
numberOfFreeParameters_Projectionprotected
project(const Array &parameters) constProjectionvirtual
ProjectedCostFunction(const CostFunction &costFunction, const Array &parameterValues, const std::vector< bool > &fixParameters)ProjectedCostFunction
ProjectedCostFunction(const CostFunction &costFunction, const Projection &projection)ProjectedCostFunction
Projection(const Array &parameterValues, std::vector< bool > fixParameters=std::vector< bool >())Projection
value(const Array &freeParameters) const overrideProjectedCostFunctionvirtual
valueAndGradient(Array &grad, const Array &x) constCostFunctionvirtual
values(const Array &freeParameters) const overrideProjectedCostFunctionvirtual
valuesAndJacobian(Matrix &jac, const Array &x) constCostFunctionvirtual
~CostFunction()=defaultCostFunctionvirtual
~Projection()=defaultProjectionvirtual