ql/Optimization/leastsquare.hpp File Reference
Detailed Description
Least square cost function.
#include <ql/Math/matrix.hpp>
#include <ql/Optimization/conjugategradient.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... | |