QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Levenberg-Marquardt optimization method. More...
#include <ql/math/optimization/problem.hpp>
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Classes | |
class | LevenbergMarquardt |
Levenberg-Marquardt optimization method. More... | |
Namespaces | |
namespace | QuantLib |
Levenberg-Marquardt optimization method.
Definition in file levenbergmarquardt.hpp.