QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
projectedcostfunction.hpp File Reference

Cost function utility. More...

#include <ql/math/optimization/costfunction.hpp>
#include <ql/math/optimization/projection.hpp>

Go to the source code of this file.

Classes

class  ProjectedCostFunction
 Parameterized cost function. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Cost function utility.

Definition in file projectedcostfunction.hpp.