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Sourcecode: quantlib version File versions  Download package

leastsquare.hpp File Reference

Detailed Description

Least square cost function.

Definition in file leastsquare.hpp.

#include <ql/math/optimization/problem.hpp>
#include <ql/math/optimization/conjugategradient.hpp>
#include <ql/math/matrix.hpp>

Go to the source code of this file.


namespace  QuantLib


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...

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