QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Optimization cost function class. More...
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Classes | |
class | CostFunction |
Cost function abstract class for optimization problem. More... | |
class | ParametersTransformation |
Namespaces | |
namespace | QuantLib |
Optimization cost function class.
Definition in file costfunction.hpp.