PenaltyFunction< Curve > Class Template Reference

#include <ql/termstructures/localbootstrap.hpp>

Inheritance diagram for PenaltyFunction< Curve >:

Public Member Functions
	PenaltyFunction (Curve *curve, Size initialIndex, helper_iterator rateHelpersStart, helper_iterator rateHelpersEnd)
Real	value (const Array &x) const override
	method to overload to compute the cost function value in x
Array	values (const Array &x) const override
	method to overload to compute the cost function values in x
Public Member Functions inherited from CostFunction
virtual void	gradient (Array &grad, const Array &x) const
	method to overload to compute grad_f, the first derivative of
virtual Real	valueAndGradient (Array &grad, const Array &x) const
	method to overload to compute grad_f, the first derivative of
virtual void	jacobian (Matrix &jac, const Array &x) const
	method to overload to compute J_f, the jacobian of
virtual Array	valuesAndJacobian (Matrix &jac, const Array &x) const
	method to overload to compute J_f, the jacobian of
virtual Real	finiteDifferenceEpsilon () const
	Default epsilon for finite difference method :

Detailed Description

template<class Curve>
class QuantLib::PenaltyFunction< Curve >

Deprecated

Use SimpleCostFunction instead. Deprecated in version 1.40.

Member Function Documentation

value()

template<class Curve>

QL_DEPRECATED_DISABLE_WARNING Real value ( const Array & x ) const

overridevirtual

method to overload to compute the cost function value in x

Reimplemented from CostFunction.

values()

template<class Curve>

Array values ( const Array & x ) const

overridevirtual

method to overload to compute the cost function values in x

Implements CostFunction.