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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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This is the complete list of members for ProjectedCostFunction, including all inherited members.
| actualParameters_ | Projection | mutableprotected |
| costFunction_ | ProjectedCostFunction | private |
| finiteDifferenceEpsilon() const | CostFunction | virtual |
| fixedParameters_ | Projection | protected |
| fixParameters_ | Projection | protected |
| gradient(Array &grad, const Array &x) const | CostFunction | virtual |
| include(const Array &projectedParameters) const | Projection | virtual |
| jacobian(Matrix &jac, const Array &x) const | CostFunction | virtual |
| mapFreeParameters(const Array ¶meterValues) const | Projection | protected |
| numberOfFreeParameters_ | Projection | protected |
| project(const Array ¶meters) const | Projection | virtual |
| ProjectedCostFunction(const CostFunction &costFunction, const Array ¶meterValues, const std::vector< bool > &fixParameters) | ProjectedCostFunction | |
| ProjectedCostFunction(const CostFunction &costFunction, const Projection &projection) | ProjectedCostFunction | |
| Projection(const Array ¶meterValues, std::vector< bool > fixParameters=std::vector< bool >()) | Projection | |
| value(const Array &freeParameters) const override | ProjectedCostFunction | virtual |
| valueAndGradient(Array &grad, const Array &x) const | CostFunction | virtual |
| values(const Array &freeParameters) const override | ProjectedCostFunction | virtual |
| valuesAndJacobian(Matrix &jac, const Array &x) const | CostFunction | virtual |
| ~CostFunction()=default | CostFunction | virtual |
| ~Projection()=default | Projection | virtual |