ProjectedCostFunction Class Reference

#include <ql/math/optimization/projectedcostfunction.hpp>

Inheritance diagram for ProjectedCostFunction:

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List of all members.

Detailed Description

Parameterized cost function.

This class creates a proxy cost function which can depend on any arbitrary subset of parameters (the other being fixed)


Public Member Functions

 ProjectedCostFunction (const CostFunction &costFunction, const Array &parametersValues, const std::vector< bool > &parametersFreedoms)
virtual Disposable< Arrayproject (const Array &parameters) const
 returns the subset of free parameters corresponding
virtual Disposable< Arrayinclude (const Array &projectedParameters) const
 returns whole set of parameters corresponding to the set
CostFunction interface
virtual Real value (const Array &freeParameters) const
 method to overload to compute the cost function value in x
virtual Disposable< Arrayvalues (const Array &freeParameters) const
 method to overload to compute the cost function values in x