QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
leastsquare.hpp File Reference

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
 

Detailed Description

Least square cost function.

Definition in file leastsquare.hpp.