QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Member Functions | Private Attributes | List of all members
AbcdCalibration::AbcdError Class Reference
+ Inheritance diagram for AbcdCalibration::AbcdError:
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Public Member Functions

 AbcdError (AbcdCalibration *abcd)
 
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

AbcdCalibrationabcd_
 

Detailed Description

Definition at line 44 of file abcdcalibration.hpp.

Constructor & Destructor Documentation

◆ AbcdError()

Definition at line 46 of file abcdcalibration.hpp.

Member Function Documentation

◆ value()

Real value ( const Array x) const
overridevirtual

method to overload to compute the cost function value in x

Reimplemented from CostFunction.

Definition at line 48 of file abcdcalibration.hpp.

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◆ values()

Array values ( const Array x) const
overridevirtual

method to overload to compute the cost function values in x

Implements CostFunction.

Definition at line 56 of file abcdcalibration.hpp.

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Member Data Documentation

◆ abcd_

AbcdCalibration* abcd_
private

Definition at line 66 of file abcdcalibration.hpp.