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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for LeastSquareProblem, including all inherited members.
| size()=0 | LeastSquareProblem | pure virtual |
| targetAndValue(const Array &x, Array &target, Array &fct2fit)=0 | LeastSquareProblem | pure virtual |
| targetValueAndGradient(const Array &x, Matrix &grad_fct2fit, Array &target, Array &fct2fit)=0 | LeastSquareProblem | pure virtual |
| ~LeastSquareProblem()=default | LeastSquareProblem | virtual |