QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Least square cost function. More...
#include <ql/math/optimization/problem.hpp>
#include <ql/math/optimization/conjugategradient.hpp>
#include <ql/math/matrix.hpp>
Go to the source code of this file.
Classes | |
class | LeastSquareProblem |
Base class for least square problem. More... | |
class | LeastSquareFunction |
Cost function for least-square problems. More... | |
class | NonLinearLeastSquare |
Non-linear least-square method. More... | |
Namespaces | |
namespace | QuantLib |
Least square cost function.
Definition in file leastsquare.hpp.