QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
This is the complete list of members for NonLinearLeastSquare, including all inherited members.
accuracy_ | NonLinearLeastSquare | private |
bestAccuracy_ | NonLinearLeastSquare | private |
c_ | NonLinearLeastSquare | private |
exitFlag() const | NonLinearLeastSquare | |
exitFlag_ | NonLinearLeastSquare | private |
initialValue_ | NonLinearLeastSquare | private |
iterationsNumber() const | NonLinearLeastSquare | |
lastValue() const | NonLinearLeastSquare | |
maxIterations_ | NonLinearLeastSquare | private |
nbIterations_ | NonLinearLeastSquare | private |
NonLinearLeastSquare(Constraint &c, Real accuracy=1e-4, Size maxiter=100) | NonLinearLeastSquare | |
NonLinearLeastSquare(Constraint &c, Real accuracy, Size maxiter, ext::shared_ptr< OptimizationMethod > om) | NonLinearLeastSquare | |
om_ | NonLinearLeastSquare | private |
perform(LeastSquareProblem &lsProblem) | NonLinearLeastSquare | |
residualNorm() const | NonLinearLeastSquare | |
resnorm_ | NonLinearLeastSquare | private |
results() | NonLinearLeastSquare | |
results_ | NonLinearLeastSquare | private |
setInitialValue(const Array &initialValue) | NonLinearLeastSquare | |
~NonLinearLeastSquare()=default | NonLinearLeastSquare |