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

Optimization cost function class. More...

#include <ql/math/array.hpp>
#include <ql/math/matrix.hpp>

Go to the source code of this file.

Classes

class  CostFunction
 Cost function abstract class for optimization problem. More...
 
class  ParametersTransformation
 

Namespaces

namespace  QuantLib
 

Detailed Description

Optimization cost function class.

Definition in file costfunction.hpp.