QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Conjugate gradient optimization method. More...
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Classes | |
class | ConjugateGradient |
Multi-dimensional Conjugate Gradient class. More... | |
Namespaces | |
namespace | QuantLib |
Conjugate gradient optimization method.
Definition in file conjugategradient.hpp.