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.