QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
|
Public Member Functions | |
AbcdParametersTransformation () | |
Array | direct (const Array &x) const override |
Array | inverse (const Array &x) const override |
Public Member Functions inherited from ParametersTransformation | |
virtual | ~ParametersTransformation ()=default |
virtual Array | direct (const Array &x) const =0 |
virtual Array | inverse (const Array &x) const =0 |
Private Attributes | |
Array | y_ |
Definition at line 69 of file abcdcalibration.hpp.
Definition at line 71 of file abcdcalibration.hpp.
Implements ParametersTransformation.
Definition at line 37 of file abcdcalibration.cpp.
Implements ParametersTransformation.
Definition at line 46 of file abcdcalibration.cpp.
|
mutableprivate |
Definition at line 78 of file abcdcalibration.hpp.