ql/math/optimization/leastsquare.hpp File Reference
Detailed Description
Least square cost function.
#include <ql/math/optimization/problem.hpp>
#include <ql/math/optimization/conjugategradient.hpp>
#include <ql/math/matrix.hpp>
Include dependency graph for leastsquare.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | LeastSquareProblem |
Base class for least square problem. More... | |
class | LeastSquareFunction |
Cost function for least-square problems. More... | |
class | NonLinearLeastSquare |
Non-linear least-square method. More... |