QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
#include <linearleastsquaresregression.hpp>
Public Member Functions | |
LinearFct (Size i) | |
Real | operator() (const Container &x) const |
Private Attributes | |
const Size | i_ |
Definition at line 39 of file linearleastsquaresregression.hpp.
Definition at line 41 of file linearleastsquaresregression.hpp.
Real operator() | ( | const Container & | x | ) | const |
Definition at line 43 of file linearleastsquaresregression.hpp.
|
private |
Definition at line 48 of file linearleastsquaresregression.hpp.