Loading [MathJax]/extensions/tex2jax.js
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Modules Pages
CostFunction Member List

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

finiteDifferenceEpsilon() constCostFunctionvirtual
gradient(Array &grad, const Array &x) constCostFunctionvirtual
jacobian(Matrix &jac, const Array &x) constCostFunctionvirtual
value(const Array &x) constCostFunctionvirtual
valueAndGradient(Array &grad, const Array &x) constCostFunctionvirtual
values(const Array &x) const =0CostFunctionpure virtual
valuesAndJacobian(Matrix &jac, const Array &x) constCostFunctionvirtual
~CostFunction()=defaultCostFunctionvirtual