- QuantLib
- ProjectedCostFunction
 
Parameterized cost function. More...
#include <ql/math/optimization/projectedcostfunction.hpp>

| Public Member Functions | |
| ProjectedCostFunction (const CostFunction &costFunction, const Array ¶metersValues, const std::vector< bool > ¶metersFreedoms) | |
| virtual Disposable< Array > | project (const Array ¶meters) const | 
| returns the subset of free parameters corresponding | |
| virtual Disposable< Array > | include (const Array &projectedParameters) const | 
| returns whole set of parameters corresponding to the set | |
| CostFunction interface | |
| virtual Real | value (const Array &freeParameters) const | 
| method to overload to compute the cost function value in x | |
| virtual Disposable< Array > | values (const Array &freeParameters) const | 
| method to overload to compute the cost function values in x | |
Parameterized cost function.
This class creates a proxy cost function which can depend on any arbitrary subset of parameters (the other being fixed)