#include <costfunction.hpp>
Inheritance diagram for SimpleCostFunction< ValuesFn >:
Collaboration diagram for SimpleCostFunction< ValuesFn >:
Public Member Functions | |
| SimpleCostFunction (ValuesFn values) | |
| Array | values (const Array &x) const override |
| method to overload to compute the cost function values in x More... | |
| Public Member Functions inherited from CostFunction | |
| virtual | ~CostFunction ()=default |
| virtual Real | value (const Array &x) const |
| method to overload to compute the cost function value in x More... | |
| virtual Array | values (const Array &x) const =0 |
| method to overload to compute the cost function values in x More... | |
| virtual void | gradient (Array &grad, const Array &x) const |
| method to overload to compute grad_f, the first derivative of More... | |
| virtual Real | valueAndGradient (Array &grad, const Array &x) const |
| method to overload to compute grad_f, the first derivative of More... | |
| virtual void | jacobian (Matrix &jac, const Array &x) const |
| method to overload to compute J_f, the jacobian of More... | |
| virtual Array | valuesAndJacobian (Matrix &jac, const Array &x) const |
| method to overload to compute J_f, the jacobian of More... | |
| virtual Real | finiteDifferenceEpsilon () const |
| Default epsilon for finite difference method : More... | |
Private Attributes | |
| ValuesFn | values_ |
Detailed Description
template<class ValuesFn>
class QuantLib::SimpleCostFunction< ValuesFn >
class QuantLib::SimpleCostFunction< ValuesFn >
Definition at line 100 of file costfunction.hpp.
Constructor & Destructor Documentation
◆ SimpleCostFunction()
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explicit |
Definition at line 102 of file costfunction.hpp.
Member Function Documentation
◆ values()
method to overload to compute the cost function values in x
Implements CostFunction.
Definition at line 104 of file costfunction.hpp.
Member Data Documentation
◆ values_
|
private |
Definition at line 106 of file costfunction.hpp.