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Sourcecode: quantlib version File versions

costfunction.hpp File Reference


Detailed Description

Optimization cost function class.

Definition in file costfunction.hpp.

#include <ql/math/array.hpp>

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Namespaces

namespace  QuantLib

Classes

class  QuantLib::CostFunction
 Cost function abstract class for optimization problem. More...
class  QuantLib::ParametersTransformation


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