QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Protected Member Functions | Protected Attributes | List of all members
Projection Class Reference

#include <projection.hpp>

+ Inheritance diagram for Projection:
+ Collaboration diagram for Projection:

Public Member Functions

 Projection (const Array &parameterValues, std::vector< bool > fixParameters=std::vector< bool >())
 
virtual Array project (const Array &parameters) const
 returns the subset of free parameters corresponding More...
 
virtual Array include (const Array &projectedParameters) const
 returns whole set of parameters corresponding to the set More...
 
virtual ~Projection ()=default
 

Protected Member Functions

void mapFreeParameters (const Array &parameterValues) const
 

Protected Attributes

Size numberOfFreeParameters_ = 0
 
const Array fixedParameters_
 
Array actualParameters_
 
std::vector< boolfixParameters_
 

Detailed Description

Definition at line 33 of file projection.hpp.

Constructor & Destructor Documentation

◆ Projection()

Projection ( const Array parameterValues,
std::vector< bool fixParameters = std::vector<bool>() 
)

Definition at line 27 of file projection.cpp.

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◆ ~Projection()

virtual ~Projection ( )
virtualdefault

Member Function Documentation

◆ project()

Array project ( const Array parameters) const
virtual

returns the subset of free parameters corresponding

Definition at line 54 of file projection.cpp.

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◆ include()

Array include ( const Array projectedParameters) const
virtual

returns whole set of parameters corresponding to the set

Definition at line 67 of file projection.cpp.

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◆ mapFreeParameters()

void mapFreeParameters ( const Array parameterValues) const
protected

Definition at line 43 of file projection.cpp.

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Member Data Documentation

◆ numberOfFreeParameters_

Size numberOfFreeParameters_ = 0
protected

Definition at line 49 of file projection.hpp.

◆ fixedParameters_

const Array fixedParameters_
protected

Definition at line 50 of file projection.hpp.

◆ actualParameters_

Array actualParameters_
mutableprotected

Definition at line 51 of file projection.hpp.

◆ fixParameters_

std::vector<bool> fixParameters_
protected

Definition at line 52 of file projection.hpp.