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leastsquare.hpp File Reference

Least square cost function. More...

#include <ql/Math/matrix.hpp>
#include <ql/Optimization/conjugategradient.hpp>
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class  QuantLib::LeastSquareFunction
 Cost function for least-square problems. More...
class  QuantLib::LeastSquareProblem
 Base class for least square problem. More...
class  QuantLib::NonLinearLeastSquare
 Non-linear least-square method. More...

Detailed Description

Least square cost function.

Definition in file leastsquare.hpp.

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