QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.12

ProjectedCostFunction Member List

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

actualParameters_ (defined in Projection) | Projection | mutableprotected
finiteDifferenceEpsilon() const | CostFunction | virtual
fixedParameters_ (defined in Projection) | Projection | protected
fixParameters_ (defined in Projection) | Projection | protected
gradient(Array &grad, const Array &x) const | CostFunction | virtual
include(const Array &projectedParameters) const (defined in Projection) | Projection | virtual
jacobian(Matrix &jac, const Array &x) const | CostFunction | virtual
mapFreeParameters(const Array &parameterValues) const (defined in Projection) | Projection | protected
numberOfFreeParameters_ (defined in Projection) | Projection | protected
project(const Array &parameters) const (defined in Projection) | Projection | virtual
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 | ProjectedCostFunction | virtual
valueAndGradient(Array &grad, const Array &x) const | CostFunction | virtual
values(const Array &freeParameters) const | ProjectedCostFunction | virtual
valuesAndJacobian(Matrix &jac, const Array &x) const | CostFunction | virtual
~CostFunction() (defined in CostFunction) | CostFunction | virtual
~Projection() (defined in Projection) | Projection | virtual