QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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PenaltyFunction< Curve > Member List

This is the complete list of members for PenaltyFunction< Curve >, including all inherited members.

finiteDifferenceEpsilon() constCostFunctionvirtual
gradient(Array &grad, const Array &x) constCostFunctionvirtual
jacobian(Matrix &jac, const Array &x) constCostFunctionvirtual
PenaltyFunction(Curve *curve, Size initialIndex, helper_iterator rateHelpersStart, helper_iterator rateHelpersEnd) (defined in PenaltyFunction< Curve >)PenaltyFunction< Curve >
value(const Array &x) const overridePenaltyFunction< Curve >virtual
valueAndGradient(Array &grad, const Array &x) constCostFunctionvirtual
values(const Array &x) const overridePenaltyFunction< Curve >virtual
valuesAndJacobian(Matrix &jac, const Array &x) constCostFunctionvirtual
~CostFunction()=default (defined in CostFunction)CostFunctionvirtual