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QuantLib 0.3.12

http://quantlib.org

Getting started

  • Introduction
  • Project overview
  • Where to get QuantLib
  • Installation
  • Configuration
  • Usage
  • Frequently asked questions
  • Version history
  • Additional resources
  • The QuantLib group
  • Copyright and license

Reference manual

  • Modules
  • Class Hierarchy
  • Compound List
  • File List
  • Compound Members
  • File Members
  • Todo List
  • Known Bugs
  • Caveats
  • Test Suite
  • Deprecated Features
  • Examples
  • All
  • Functions
  • Variables
  • Typedefs
  • Enumerations
  • Enumerator
  • Related Functions
 

  • constraint_ : Problem
  • costFunction_ : Problem
  • endCriteria_ : OptimizationMethod
  • functionEpsilon_ : EndCriteria
  • functionEvaluation_ : OptimizationMethod
  • functionValue_ : OptimizationMethod
  • initialValue_ : OptimizationMethod
  • iterationNumber_ : OptimizationMethod
  • lsp_ : LeastSquareFunction
  • maxIteration_ : EndCriteria
  • maxIterStatPt_ : EndCriteria
  • method_ : Problem
  • qt_ : LineSearch
  • succeed_ : LineSearch
  • x_ : OptimizationMethod
  • xtd_ : LineSearch
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