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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <projection.hpp>
Inheritance diagram for Projection:
Collaboration diagram for Projection:Public Member Functions | |
| Projection (const Array ¶meterValues, std::vector< bool > fixParameters=std::vector< bool >()) | |
| virtual Array | project (const Array ¶meters) 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 ¶meterValues) const |
Protected Attributes | |
| Size | numberOfFreeParameters_ = 0 |
| const Array | fixedParameters_ |
| Array | actualParameters_ |
| std::vector< bool > | fixParameters_ |
Definition at line 33 of file projection.hpp.
| Projection | ( | const Array & | parameterValues, |
| std::vector< bool > | fixParameters = std::vector<bool>() |
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| ) |
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virtualdefault |
returns the subset of free parameters corresponding
Definition at line 54 of file projection.cpp.
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Definition at line 67 of file projection.cpp.
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Definition at line 43 of file projection.cpp.
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Definition at line 49 of file projection.hpp.
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Definition at line 50 of file projection.hpp.
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mutableprotected |
Definition at line 51 of file projection.hpp.
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Definition at line 52 of file projection.hpp.