QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Types | Public Member Functions | Private Attributes | List of all members
LinearFcts< xContainer, bool > Class Template Reference

#include <linearleastsquaresregression.hpp>

+ Collaboration diagram for LinearFcts< xContainer, bool >:

Public Types

typedef xContainer::value_type ArgumentType
 

Public Member Functions

 LinearFcts (const xContainer &x, Real intercept)
 
const std::vector< ext::function< Real(ArgumentType)> > & fcts ()
 

Private Attributes

std::vector< ext::function< Real(ArgumentType)> > v
 

Detailed Description

template<class xContainer, bool>
class QuantLib::details::LinearFcts< xContainer, bool >

Definition at line 53 of file linearleastsquaresregression.hpp.

Member Typedef Documentation

◆ ArgumentType

typedef xContainer::value_type ArgumentType

Definition at line 55 of file linearleastsquaresregression.hpp.

Constructor & Destructor Documentation

◆ LinearFcts()

LinearFcts ( const xContainer &  x,
Real  intercept 
)

Definition at line 56 of file linearleastsquaresregression.hpp.

Member Function Documentation

◆ fcts()

const std::vector< ext::function< Real(ArgumentType)> > & fcts ( )

Definition at line 62 of file linearleastsquaresregression.hpp.

Member Data Documentation

◆ v

std::vector< ext::function<Real(ArgumentType)> > v
private

Definition at line 67 of file linearleastsquaresregression.hpp.