QuantLib: C:/dev/QuantLib/ql/math/optimization/costfunction.hpp File Reference

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QuantLib: a free/open-source library for quantitative finance

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Optimization cost function class. More...

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

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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.