Logo Search packages:      
Sourcecode: quantlib version File versions  Download package

method.hpp File Reference


Detailed Description

Abstract optimization method class.

Definition in file method.hpp.

#include <ql/Optimization/constraint.hpp>
#include <ql/Optimization/costfunction.hpp>
#include <ql/Optimization/criteria.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::OptimizationMethod
 Abstract class for constrained optimization method. More...


Generated by  Doxygen 1.6.0   Back to index