QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Abstract optimization problem class. More...
#include <ql/math/optimization/constraint.hpp>
#include <ql/math/optimization/costfunction.hpp>
#include <ql/math/optimization/method.hpp>
#include <utility>
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Classes | |
class | Problem |
Constrained optimization problem. More... | |
Namespaces | |
namespace | QuantLib |
Abstract optimization problem class.
Definition in file problem.hpp.