QuantLib_ProjectedCostFunction man page

ProjectedCostFunction — Parameterized cost function.

Synopsis

#include <ql/math/optimization/projectedcostfunction.hpp>

Inherits CostFunction, and Projection.

Public Member Functions

ProjectedCostFunction (const CostFunction &costFunction, const Array &parameterValues, const std::vector< bool > &fixParameters)

ProjectedCostFunction (const CostFunction &costFunction, const Projection &projection)

CostFunction interface

virtual Real value (const Array &freeParameters) const
method to overload to compute the cost function value in x
virtual Disposable< Array > values (const Array &freeParameters) const
method to overload to compute the cost function values in x

Detailed Description

Parameterized cost function.

This class creates a proxy cost function which can depend on any arbitrary subset of parameters (the other being fixed)

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

ProjectedCostFunction(3) is an alias of QuantLib_ProjectedCostFunction(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib