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...