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 CostFunction, including all inherited members.
finiteDifferenceEpsilon() const | CostFunction | virtual |
gradient(Array &grad, const Array &x) const | CostFunction | virtual |
jacobian(Matrix &jac, const Array &x) const | CostFunction | virtual |
value(const Array &x) const | CostFunction | virtual |
valueAndGradient(Array &grad, const Array &x) const | CostFunction | virtual |
values(const Array &x) const =0 | CostFunction | pure virtual |
valuesAndJacobian(Matrix &jac, const Array &x) const | CostFunction | virtual |
~CostFunction()=default | CostFunction | virtual |