Inheritance diagram for XABRInterpolationImpl< I1, I2, Model >::XABRError:
Collaboration diagram for XABRInterpolationImpl< I1, I2, Model >::XABRError:
Public Member Functions | |
| XABRError (XABRInterpolationImpl *xabr) | |
| Real | value (const Array &x) const override |
| method to overload to compute the cost function value in x More... | |
| Array | values (const Array &x) const override |
| method to overload to compute the cost function values in x More... | |
| Public Member Functions inherited from CostFunction | |
| virtual | ~CostFunction ()=default |
| virtual Real | value (const Array &x) const |
| method to overload to compute the cost function value in x More... | |
| virtual Array | values (const Array &x) const =0 |
| method to overload to compute the cost function values in x More... | |
| virtual void | gradient (Array &grad, const Array &x) const |
| method to overload to compute grad_f, the first derivative of More... | |
| virtual Real | valueAndGradient (Array &grad, const Array &x) const |
| method to overload to compute grad_f, the first derivative of More... | |
| virtual void | jacobian (Matrix &jac, const Array &x) const |
| method to overload to compute J_f, the jacobian of More... | |
| virtual Array | valuesAndJacobian (Matrix &jac, const Array &x) const |
| method to overload to compute J_f, the jacobian of More... | |
| virtual Real | finiteDifferenceEpsilon () const |
| Default epsilon for finite difference method : More... | |
Private Attributes | |
| XABRInterpolationImpl * | xabr_ |
Detailed Description
template<class I1, class I2, typename Model>
class QuantLib::detail::XABRInterpolationImpl< I1, I2, Model >::XABRError
class QuantLib::detail::XABRInterpolationImpl< I1, I2, Model >::XABRError
Definition at line 291 of file xabrinterpolation.hpp.
Constructor & Destructor Documentation
◆ XABRError()
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explicit |
Definition at line 293 of file xabrinterpolation.hpp.
Member Function Documentation
◆ value()
method to overload to compute the cost function value in x
Reimplemented from CostFunction.
Definition at line 295 of file xabrinterpolation.hpp.
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◆ values()
method to overload to compute the cost function values in x
Implements CostFunction.
Definition at line 304 of file xabrinterpolation.hpp.
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Member Data Documentation
◆ xabr_
|
private |
Definition at line 314 of file xabrinterpolation.hpp.