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QuantLib: a free/open-source library for quantitative finance
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linearleastsquaresregression.hpp File Reference

general linear least square regression More...

#include <ql/math/generallinearleastsquares.hpp>
#include <ql/functional.hpp>
#include <type_traits>

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Classes

class  LinearFct< Container >
 
class  LinearFcts< xContainer, bool >
 
class  LinearFcts< xContainer, false >
 
class  LinearRegression
 
class  LinearLeastSquaresRegression< ArgumentType >
 

Namespaces

namespace  QuantLib
 
namespace  QuantLib::details
 

Detailed Description

general linear least square regression

Definition in file linearleastsquaresregression.hpp.