QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
ProjectedCostFunction Member List

This is the complete list of members for ProjectedCostFunction, including all inherited members.

actualParameters_ (defined in Projection)Projectionmutableprotected
finiteDifferenceEpsilon() const CostFunctionvirtual
fixedParameters_ (defined in Projection)Projectionprotected
fixParameters_ (defined in Projection)Projectionprotected
gradient(Array &grad, const Array &x) const CostFunctionvirtual
include(const Array &projectedParameters) const (defined in Projection)Projectionvirtual
jacobian(Matrix &jac, const Array &x) const CostFunctionvirtual
mapFreeParameters(const Array &parameterValues) const (defined in Projection)Projectionprotected
numberOfFreeParameters_ (defined in Projection)Projectionprotected
project(const Array &parameters) const (defined in Projection)Projectionvirtual
ProjectedCostFunction(const CostFunction &costFunction, const Array &parameterValues, const std::vector< bool > &fixParameters) (defined in ProjectedCostFunction)ProjectedCostFunction
ProjectedCostFunction(const CostFunction &costFunction, const Projection &projection) (defined in ProjectedCostFunction)ProjectedCostFunction
Projection(const Array &parameterValues, const std::vector< bool > &fixParameters=std::vector< bool >()) (defined in Projection)Projection
value(const Array &freeParameters) const ProjectedCostFunctionvirtual
valueAndGradient(Array &grad, const Array &x) const CostFunctionvirtual
values(const Array &freeParameters) const ProjectedCostFunctionvirtual
valuesAndJacobian(Matrix &jac, const Array &x) const CostFunctionvirtual
~CostFunction() (defined in CostFunction)CostFunctionvirtual