QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
CostFunction Member List

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

finiteDifferenceEpsilon() const CostFunctionvirtual
gradient(Array &grad, const Array &x) const CostFunctionvirtual
jacobian(Matrix &jac, const Array &x) const CostFunctionvirtual
value(const Array &x) const =0CostFunctionpure virtual
valueAndGradient(Array &grad, const Array &x) const CostFunctionvirtual
values(const Array &x) const =0CostFunctionpure virtual
valuesAndJacobian(Matrix &jac, const Array &x) const CostFunctionvirtual
~CostFunction() (defined in CostFunction)CostFunctionvirtual